+2,490.2%
NVDL vs GPC
-19.0%
+2,509.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -10.3% | -3.2% | -7.1% | -10.0% |
| 30D | -7.1% | +0.5% | -7.6% | -7.2% |
| 3M | +6.6% | +31.7% | -25.2% | +2.2% |
| 6M | +21.1% | +24.7% | -3.7% | +16.8% |
| YTD | +15.2% | +11.8% | +3.4% | +12.2% |
| 1Y | +18.8% | -3.0% | +21.8% | +19.5% |
| 3Y | +649.9% | -1.1% | +651.0% | +612.4% |
| All | +2,490.2% | -19.0% | +2,509.1% | +2,821.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling