+56.0%
GD vs NVT
+133.0%
-76.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | +1.9% | +17.4% | -15.5% | +0.6% |
| 30D | +9.2% | -28.4% | +37.6% | +11.6% |
| 3M | -7.5% | -32.4% | +25.0% | -5.1% |
| 6M | +5.8% | -32.2% | +37.9% | +7.9% |
| YTD | +9.8% | +14.0% | -4.2% | +4.1% |
| 1Y | +5.8% | +4.3% | +1.5% | +1.4% |
| All | +56.0% | +133.0% | -76.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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