+95.0%
GD vs NVT
+699.2%
-604.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | -5.3% | +5.1% | -10.3% | -6.6% |
| 30D | -6.4% | -3.7% | -2.7% | -5.7% |
| 3M | +5.7% | -10.1% | +15.8% | +7.4% |
| 6M | -0.9% | +37.5% | -38.4% | -12.4% |
| YTD | +8.2% | +53.7% | -45.6% | -8.1% |
| 1Y | +13.4% | +70.9% | -57.4% | -7.5% |
| 3Y | +68.5% | +180.4% | -111.9% | +9.0% |
| 5Y | +97.2% | +393.5% | -296.3% | -2.0% |
| All | +95.0% | +699.2% | -604.2% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling