-42.1%
NVDL vs GD
+5.8%
-48.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -7.9% |
| 7D | -23.4% | -3.0% | -20.3% | -24.3% |
| 30D | -41.3% | +9.3% | -50.6% | -37.8% |
| 3M | -40.6% | -7.2% | -33.4% | -41.3% |
| All | -42.1% | +5.8% | -48.0% | -40.0% |
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