+207.6%
GS vs NVDL
+2,657.6%
-2,450.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | +3.4% | +7.3% | -3.9% | +2.5% |
| 30D | +0.2% | -0.7% | +0.9% | 0.0% |
| 3M | -0.3% | +9.5% | -9.8% | -2.1% |
| 6M | +27.4% | +41.6% | -14.3% | +21.0% |
| YTD | +19.6% | +23.3% | -3.7% | +15.0% |
| 1Y | +42.5% | +40.3% | +2.2% | +34.1% |
| 3Y | +240.4% | +692.2% | -451.7% | +163.8% |
| All | +207.6% | +2,657.6% | -2,450.0% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling