-30.2%
NVD vs GAP
+10.4%
-40.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.0% | -1.5% | +6.6% |
| 7D | +15.0% | +8.0% | +7.0% | +15.1% |
| 30D | +39.3% | +2.7% | +36.6% | +39.1% |
| 3M | +3.1% | +16.0% | -12.9% | +3.5% |
| 6M | -19.0% | +2.0% | -21.0% | -20.1% |
| YTD | -35.5% | -4.4% | -31.1% | -37.0% |
| 1Y | -30.2% | +9.2% | -39.4% | -29.3% |
| All | -30.2% | +10.4% | -40.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling