-99.1%
NVD vs GAP
+129.2%
-228.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +3.8% |
| 7D | +9.0% | -6.3% | +15.4% | +7.0% |
| 30D | -5.5% | -0.2% | -5.2% | -5.8% |
| 3M | -24.6% | 0.0% | -24.6% | -24.7% |
| 6M | -42.1% | -8.1% | -34.0% | -43.1% |
| YTD | -44.3% | -16.5% | -27.9% | -46.6% |
| 1Y | -54.2% | -10.5% | -43.7% | -54.4% |
| 3Y | -99.1% | +104.0% | -203.1% | -98.9% |
| All | -99.1% | +129.2% | -228.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling