-20.1%
NVDL vs GIS
-17.8%
-2.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.2% | -11.3% | -2.0% |
| 7D | -14.0% | +8.5% | -22.5% | -7.9% |
| 30D | -31.2% | +15.3% | -46.5% | -22.2% |
| 3M | -15.5% | +0.9% | -16.4% | -12.4% |
| 6M | -10.3% | +7.9% | -18.2% | +0.3% |
| YTD | -5.8% | -17.6% | +11.8% | -19.4% |
| 1Y | -20.1% | -17.4% | -2.7% | -30.8% |
| All | -20.1% | -17.8% | -2.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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