+214.0%
GLD vs NVT
+694.8%
-480.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | -3.4% | +2.0% | -5.4% | -3.4% |
| 30D | -1.1% | -7.2% | +6.0% | -1.0% |
| 3M | +5.8% | -0.9% | +6.7% | +5.8% |
| 6M | -17.1% | +42.6% | -59.6% | -17.6% |
| YTD | 0.0% | +52.9% | -52.9% | -0.6% |
| 1Y | +18.2% | +64.5% | -46.2% | +17.4% |
| 3Y | +122.6% | +178.0% | -55.4% | +120.9% |
| 5Y | +137.1% | +402.8% | -265.7% | +135.3% |
| All | +214.0% | +694.8% | -480.8% | +208.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling