-98.5%
NVD vs GAP
+132.7%
-231.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +3.7% |
| 7D | +28.6% | -1.9% | +30.5% | +27.9% |
| 30D | +73.6% | -7.1% | +80.7% | +70.0% |
| 3M | +70.1% | +4.1% | +66.0% | +72.7% |
| 6M | +53.6% | +1.9% | +51.7% | +56.2% |
| YTD | -7.0% | -15.2% | +8.2% | -9.9% |
| 1Y | -9.0% | -10.6% | +1.6% | -10.1% |
| 3Y | -98.3% | +74.6% | -172.9% | -98.0% |
| All | -98.5% | +132.7% | -231.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling