+2,788.3%
NVDL vs GPC
-16.3%
+2,804.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +11.7% | +1.2% | +10.5% | +11.5% |
| 30D | +7.8% | +6.0% | +1.9% | +7.1% |
| 3M | +3.3% | +42.6% | -39.3% | -2.0% |
| 6M | +38.9% | +22.8% | +16.1% | +34.6% |
| YTD | +28.5% | +15.5% | +13.0% | +24.7% |
| 1Y | +40.6% | +2.0% | +38.6% | +40.3% |
| 3Y | +648.7% | -1.4% | +650.1% | +628.1% |
| All | +2,788.3% | -16.3% | +2,804.5% | +3,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling