-99.1%
NVD vs GPC
-3.3%
-95.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.4% |
| 7D | +9.0% | -1.8% | +10.8% | +9.0% |
| 30D | -5.5% | +0.1% | -5.5% | -5.4% |
| 3M | -24.6% | +37.4% | -62.0% | -23.1% |
| 6M | -42.1% | +25.4% | -67.5% | -41.2% |
| YTD | -44.3% | +12.2% | -56.5% | -43.7% |
| 1Y | -54.2% | -0.3% | -53.8% | -54.5% |
| 3Y | -99.1% | -1.6% | -97.5% | -99.1% |
| All | -99.1% | -3.3% | -95.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling