+364.0%
NVDL vs GD
+58.6%
+305.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -9.5% |
| 7D | -23.4% | -3.0% | -20.3% | -22.4% |
| 30D | -41.3% | +9.3% | -50.6% | -43.0% |
| 3M | -40.6% | -7.2% | -33.4% | -38.8% |
| 6M | -39.8% | +5.5% | -45.3% | -41.6% |
| YTD | -26.2% | +9.5% | -35.7% | -30.8% |
| 1Y | -30.0% | +6.4% | -36.4% | -32.9% |
| 3Y | +364.0% | +59.8% | +304.1% | +265.1% |
| All | +364.0% | +58.6% | +305.4% | +265.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling