+93.1%
GD vs NVT
+445.0%
-351.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -2.7% |
| 7D | -5.0% | -15.7% | +10.7% | -1.3% |
| 30D | +8.9% | -36.6% | +45.5% | +21.0% |
| 3M | -8.0% | -34.8% | +26.8% | +0.7% |
| 6M | +2.9% | -38.2% | +41.1% | +12.8% |
| YTD | +7.1% | +4.8% | +2.2% | -1.3% |
| 1Y | +5.9% | -2.8% | +8.7% | -0.4% |
| 3Y | +53.9% | +119.5% | -65.7% | +2.8% |
| 5Y | +95.4% | +204.7% | -109.3% | +10.3% |
| All | +93.1% | +445.0% | -351.9% | -17.2% |
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