-61.4%
NVD vs GAP
+1.5%
-62.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.3% |
| 7D | -11.1% | -4.5% | -6.6% | -11.3% |
| 30D | -13.3% | +9.0% | -22.3% | -12.8% |
| 3M | -19.8% | +5.0% | -24.8% | -20.2% |
| 6M | -48.8% | -17.8% | -31.0% | -50.8% |
| YTD | -49.7% | -10.4% | -39.3% | -50.7% |
| 1Y | -61.4% | -3.4% | -58.0% | -59.6% |
| All | -61.4% | +1.5% | -62.9% | -59.6% |
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