+2,672.5%
NVDL vs GD
+52.2%
+2,620.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +7.3% | -3.5% | +10.8% | +8.3% |
| 30D | -0.7% | -9.0% | +8.4% | +1.9% |
| 3M | +9.5% | +5.1% | +4.4% | +7.1% |
| 6M | +41.6% | -1.0% | +42.6% | +41.9% |
| YTD | +23.3% | +7.3% | +16.0% | +18.4% |
| 1Y | +40.3% | +12.4% | +27.8% | +31.6% |
| 3Y | +692.2% | +73.7% | +618.5% | +593.8% |
| All | +2,672.5% | +52.2% | +2,620.4% | +2,526.3% |
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