+40.6%
NVDL vs GFS
+37.2%
+3.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | +11.7% | +1.0% | +10.7% | +11.3% |
| 30D | +7.8% | -8.6% | +16.4% | +11.7% |
| 3M | +3.3% | -46.5% | +49.9% | +26.7% |
| 6M | +38.9% | -4.8% | +43.7% | +36.8% |
| YTD | +28.5% | +29.7% | -1.2% | +13.1% |
| 1Y | +40.6% | +35.8% | +4.8% | +24.1% |
| All | +40.6% | +37.2% | +3.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling