-99.1%
NVD vs GFI
+319.2%
-418.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | 0.0% |
| 7D | +10.8% | -4.9% | +15.7% | +9.8% |
| 30D | +0.8% | +10.7% | -10.0% | +3.0% |
| 3M | -20.8% | +25.6% | -46.5% | -16.2% |
| 6M | -41.2% | -8.3% | -32.9% | -39.5% |
| YTD | -44.2% | +6.3% | -50.5% | -41.5% |
| 1Y | -54.2% | +22.1% | -76.2% | -51.1% |
| 3Y | -99.1% | +289.2% | -388.3% | -99.1% |
| All | -99.1% | +319.2% | -418.3% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling