+649.9%
NVDL vs GWW
+89.6%
+560.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -10.3% | -3.4% | -7.0% | -8.1% |
| 30D | -7.1% | -1.9% | -5.2% | -6.1% |
| 3M | +6.6% | -2.4% | +9.0% | +6.9% |
| 6M | +21.1% | +15.7% | +5.3% | +6.3% |
| YTD | +15.2% | +27.6% | -12.4% | -7.9% |
| 1Y | +18.8% | +27.2% | -8.4% | -5.3% |
| 3Y | +649.9% | +89.7% | +560.2% | +326.3% |
| All | +649.9% | +89.6% | +560.3% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling