-17.4%
GIS vs NVTS
-9.1%
-8.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.0% | -3.8% | +5.9% |
| 7D | +8.5% | -0.3% | +8.8% | +8.5% |
| 30D | +15.3% | -24.4% | +39.7% | +13.2% |
| 3M | +0.9% | -26.5% | +27.4% | -0.8% |
| 6M | +7.9% | -41.4% | +49.3% | +5.8% |
| YTD | -17.6% | +30.7% | -48.3% | -12.4% |
| 1Y | -17.4% | -10.8% | -6.6% | -14.1% |
| All | -17.4% | -9.1% | -8.3% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling