+121.3%
GLD vs NVTS
-32.9%
+154.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | +2.8% | +9.6% | -6.8% | +2.6% |
| 30D | -4.0% | -13.0% | +9.0% | -3.8% |
| 3M | -8.2% | -28.8% | +20.5% | -7.8% |
| 6M | -14.8% | -48.5% | +33.6% | -14.3% |
| YTD | -6.8% | +31.4% | -38.2% | -7.4% |
| 1Y | -2.4% | -2.3% | -0.1% | -2.8% |
| 3Y | +105.8% | +49.8% | +55.9% | +104.6% |
| 5Y | +113.3% | -43.2% | +156.5% | +110.8% |
| All | +121.3% | -32.9% | +154.2% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling