+14.7%
GIS vs NVT
+712.1%
-697.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.7% |
| 7D | -8.6% | +7.0% | -15.6% | -8.4% |
| 30D | -0.5% | -2.3% | +1.9% | -0.5% |
| 3M | +11.9% | -3.1% | +15.0% | +12.0% |
| 6M | -11.6% | +47.0% | -58.6% | -11.3% |
| YTD | -16.3% | +56.2% | -72.5% | -16.0% |
| 1Y | -21.8% | +74.5% | -96.3% | -21.6% |
| 3Y | -35.7% | +184.0% | -219.7% | -36.8% |
| 5Y | -22.9% | +410.8% | -433.6% | -27.3% |
| All | +14.7% | +712.1% | -697.4% | +2.9% |
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