+138.9%
GLD vs NVT
+425.5%
-286.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.9% |
| 7D | +0.7% | +10.4% | -9.6% | +0.3% |
| 30D | +0.3% | -1.3% | +1.6% | +0.3% |
| 3M | +0.6% | -0.6% | +1.2% | +0.5% |
| 6M | -15.6% | +53.8% | -69.4% | -17.0% |
| YTD | +0.9% | +60.2% | -59.3% | -0.7% |
| 1Y | +19.4% | +76.8% | -57.4% | +17.3% |
| 3Y | +124.5% | +191.2% | -66.8% | +120.8% |
| 5Y | +138.9% | +430.9% | -292.0% | +135.3% |
| All | +138.9% | +425.5% | -286.6% | +135.3% |
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