+2,622.7%
NVDL vs GAP
+69.4%
+2,553.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.4% |
| 7D | -0.8% | -3.2% | +2.3% | +0.1% |
| 30D | +3.4% | -0.7% | +4.1% | +2.5% |
| 3M | +8.1% | -0.5% | +8.6% | +6.6% |
| 6M | +31.9% | -5.0% | +36.9% | +30.6% |
| YTD | +21.1% | -14.7% | +35.8% | +23.3% |
| 1Y | +34.0% | -8.6% | +42.7% | +31.8% |
| 3Y | +677.9% | +108.4% | +569.6% | +502.7% |
| All | +2,622.7% | +69.4% | +2,553.3% | +2,578.4% |
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