-99.1%
NVD vs GAP
+135.8%
-234.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +1.1% |
| 7D | +10.8% | -4.1% | +14.9% | +9.6% |
| 30D | +0.8% | +6.2% | -5.5% | +2.5% |
| 3M | -20.8% | -0.7% | -20.1% | -21.3% |
| 6M | -41.2% | -7.1% | -34.0% | -42.0% |
| YTD | -44.2% | -14.1% | -30.1% | -46.0% |
| 1Y | -54.2% | -8.5% | -45.7% | -54.1% |
| 3Y | -99.1% | +115.4% | -214.5% | -98.9% |
| All | -99.1% | +135.8% | -234.9% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling