-20.1%
NVDL vs GD
+9.0%
-29.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -6.7% |
| 7D | -14.0% | +3.0% | -17.0% | -13.3% |
| 30D | -31.2% | +10.5% | -41.7% | -29.2% |
| 3M | -15.5% | -5.0% | -10.5% | -15.6% |
| 6M | -10.3% | +5.5% | -15.8% | -8.7% |
| YTD | -5.8% | +10.3% | -16.1% | -5.5% |
| 1Y | -20.1% | +8.2% | -28.2% | -18.5% |
| All | -20.1% | +9.0% | -29.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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