+112.1%
GLD vs NVT
+231.2%
-119.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | +2.8% | -13.0% | +15.8% | +3.5% |
| 30D | -4.0% | -32.7% | +28.8% | -1.9% |
| 3M | -8.2% | -30.6% | +22.4% | -6.5% |
| 6M | -14.8% | -33.6% | +18.8% | -13.2% |
| YTD | -6.8% | +11.0% | -17.8% | -6.7% |
| 1Y | -2.4% | +0.8% | -3.2% | -2.1% |
| 3Y | +105.8% | +125.7% | -19.9% | +104.8% |
| All | +112.1% | +231.2% | -119.1% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling