+2,494.8%
NVDL vs GWW
+116.9%
+2,377.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | -8.7% | -3.1% | -5.5% | -6.6% |
| 30D | -1.3% | -2.3% | +1.0% | 0.0% |
| 3M | +11.4% | -3.3% | +14.7% | +12.5% |
| 6M | +22.9% | +15.4% | +7.5% | +9.2% |
| YTD | +15.4% | +26.7% | -11.3% | -5.6% |
| 1Y | +18.8% | +29.0% | -10.2% | -5.0% |
| 3Y | +641.4% | +89.0% | +552.4% | +365.8% |
| All | +2,494.8% | +116.9% | +2,377.9% | +1,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling