+141.7%
GLD vs NVTS
-17.0%
+158.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +0.1% | +3.5% | -3.3% | +0.1% |
| 30D | +0.2% | -11.9% | +12.1% | +0.4% |
| 3M | +3.2% | -49.2% | +52.5% | +4.1% |
| 6M | -14.6% | +38.4% | -53.1% | -15.2% |
| YTD | +1.8% | +62.5% | -60.7% | +0.9% |
| 1Y | +20.7% | +101.4% | -80.6% | +19.8% |
| 3Y | +126.5% | +40.4% | +86.1% | +125.4% |
| All | +141.7% | -17.0% | +158.7% | +138.2% |
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