-30.2%
NVD vs GPC
+6.5%
-36.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.1% |
| 7D | +15.0% | +4.1% | +10.8% | +13.9% |
| 30D | +39.3% | +0.1% | +39.1% | +39.2% |
| 3M | +3.1% | -3.9% | +7.0% | +4.1% |
| 6M | -19.0% | +24.4% | -43.4% | -21.4% |
| YTD | -35.5% | +5.7% | -41.2% | -39.6% |
| 1Y | -30.2% | +6.8% | -37.0% | -40.1% |
| All | -30.2% | +6.5% | -36.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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