-61.4%
NVD vs GFI
+45.3%
-106.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -2.0% |
| 7D | -11.1% | +3.1% | -14.2% | -9.9% |
| 30D | -13.3% | +27.1% | -40.4% | -4.5% |
| 3M | -19.8% | +21.2% | -41.0% | -11.3% |
| 6M | -48.8% | -4.5% | -44.3% | -45.5% |
| YTD | -49.7% | +11.7% | -61.4% | -43.1% |
| 1Y | -61.4% | +46.0% | -107.4% | -50.7% |
| All | -61.4% | +45.3% | -106.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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