+208.2%
GS vs NVDL
+2,772.7%
-2,564.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +0.9% | +11.7% | -10.7% | -0.4% |
| 30D | -1.6% | +7.8% | -9.4% | -2.8% |
| 3M | -4.5% | +3.3% | -7.8% | -5.6% |
| 6M | +20.9% | +38.9% | -18.0% | +15.0% |
| YTD | +19.9% | +28.5% | -8.6% | +14.7% |
| 1Y | +41.4% | +40.6% | +0.8% | +33.0% |
| 3Y | +239.2% | +648.7% | -409.5% | +163.2% |
| All | +208.2% | +2,772.7% | -2,564.5% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling