-48.4%
NVDL vs GD
+7.4%
-55.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.5% | -12.4% | -10.3% |
| 7D | -34.5% | -1.9% | -32.6% | -34.9% |
| 30D | -47.7% | +10.9% | -58.6% | -44.2% |
| 3M | -43.9% | -6.8% | -37.1% | -44.4% |
| All | -48.4% | +7.4% | -55.8% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling