-28.7%
GIS vs NVTS
-17.0%
-11.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.7% |
| 7D | -8.6% | +3.5% | -12.1% | -8.5% |
| 30D | -0.5% | -11.9% | +11.5% | -0.7% |
| 3M | +11.9% | -49.2% | +61.1% | +10.7% |
| 6M | -11.6% | +38.4% | -50.0% | -10.5% |
| YTD | -16.3% | +62.5% | -78.8% | -14.9% |
| 1Y | -21.8% | +101.4% | -123.1% | -20.0% |
| 3Y | -35.7% | +40.4% | -76.1% | -34.2% |
| All | -28.7% | -17.0% | -11.7% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling