-31.1%
GIS vs NVTS
-16.8%
-14.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.2% |
| 7D | -6.4% | -1.4% | -4.9% | -6.4% |
| 30D | -6.1% | -16.5% | +10.4% | -6.4% |
| 3M | +7.8% | -47.6% | +55.5% | +6.7% |
| 6M | -8.8% | +7.3% | -16.1% | -8.2% |
| YTD | -19.1% | +62.9% | -82.0% | -17.8% |
| 1Y | -24.8% | +91.3% | -116.0% | -23.1% |
| 3Y | -37.6% | +43.4% | -81.0% | -36.1% |
| All | -31.1% | -16.8% | -14.3% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling