+1,377.5%
NVDL vs GD
+57.6%
+1,319.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.5% | -12.4% | -11.3% |
| 7D | -34.5% | -1.9% | -32.6% | -34.1% |
| 30D | -47.7% | +10.9% | -58.6% | -49.1% |
| 3M | -43.9% | -6.8% | -37.1% | -42.7% |
| 6M | -46.4% | +7.0% | -53.4% | -47.8% |
| YTD | -34.3% | +11.1% | -45.4% | -37.4% |
| 1Y | -44.0% | +7.0% | -51.1% | -45.7% |
| 3Y | +295.7% | +59.9% | +235.8% | +243.0% |
| All | +1,377.5% | +57.6% | +1,319.9% | +1,288.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling