+1,558.3%
NVDL vs GD
+55.3%
+1,503.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -9.3% |
| 7D | -23.4% | -3.0% | -20.3% | -22.7% |
| 30D | -41.3% | +9.3% | -50.6% | -42.6% |
| 3M | -40.6% | -7.2% | -33.4% | -39.3% |
| 6M | -39.8% | +5.5% | -45.3% | -41.1% |
| YTD | -26.2% | +9.5% | -35.7% | -29.4% |
| 1Y | -30.0% | +6.4% | -36.4% | -32.0% |
| 3Y | +364.0% | +59.8% | +304.1% | +304.1% |
| All | +1,558.3% | +55.3% | +1,503.0% | +1,464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling