+209.4%
GS vs NVDX
+507.9%
-298.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.0% |
| 7D | -3.2% | -18.2% | +15.0% | -0.9% |
| 30D | -2.4% | -40.2% | +37.8% | +3.8% |
| 3M | -15.7% | -32.6% | +16.9% | -12.1% |
| 6M | -6.8% | -30.6% | +23.8% | -3.7% |
| YTD | -0.1% | -22.3% | +22.3% | +1.1% |
| 1Y | +12.1% | -27.1% | +39.2% | +13.8% |
| 3Y | +185.8% | +441.8% | -256.0% | +136.8% |
| All | +209.4% | +507.9% | -298.5% | +149.5% |
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