+181.1%
GLD vs NVT
+492.6%
-311.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.8% |
| 7D | -5.5% | +17.4% | -22.9% | -5.9% |
| 30D | -7.0% | -28.4% | +21.3% | -6.2% |
| 3M | -12.4% | -32.4% | +20.1% | -11.5% |
| 6M | -18.0% | -32.2% | +14.1% | -17.3% |
| YTD | -10.5% | +14.0% | -24.4% | -10.3% |
| 1Y | -8.1% | +4.3% | -12.3% | -7.9% |
| 3Y | +97.7% | +131.7% | -34.0% | +97.8% |
| 5Y | +103.4% | +232.4% | -129.0% | +103.4% |
| All | +181.1% | +492.6% | -311.5% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling