+0.8%
GEHC vs NVTS
+42.5%
-41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -5.2% | +9.7% | -14.9% | -5.4% |
| 30D | -7.0% | -13.6% | +6.6% | -6.7% |
| 3M | +3.3% | -51.0% | +54.3% | +5.0% |
| 6M | -10.0% | +46.3% | -56.3% | -12.2% |
| YTD | -18.5% | +68.1% | -86.5% | -21.0% |
| 1Y | -14.4% | +113.9% | -128.3% | -18.1% |
| All | +0.8% | +42.5% | -41.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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