-37.6%
GIS vs NVT
+190.9%
-228.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | +0.4% |
| 7D | -6.4% | +4.1% | -10.4% | -5.7% |
| 30D | -6.1% | -5.1% | -1.0% | -6.7% |
| 3M | +7.8% | -1.2% | +9.0% | +8.6% |
| 6M | -8.8% | +46.6% | -55.4% | -3.3% |
| YTD | -19.1% | +60.0% | -79.1% | -13.2% |
| 1Y | -24.8% | +70.8% | -95.6% | -18.4% |
| 3Y | -37.6% | +187.5% | -225.1% | -27.6% |
| All | -37.6% | +190.9% | -228.5% | -27.6% |
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