+271.1%
GS vs NVDX
+871.3%
-600.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.1% |
| 7D | +0.9% | +11.6% | -10.7% | -0.5% |
| 30D | -1.6% | +7.5% | -9.1% | -2.8% |
| 3M | -4.5% | +2.1% | -6.6% | -5.5% |
| 6M | +20.9% | +35.5% | -14.6% | +15.0% |
| YTD | +19.9% | +24.1% | -4.2% | +14.8% |
| 1Y | +41.4% | +33.0% | +8.5% | +33.3% |
| All | +271.1% | +871.3% | -600.2% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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