+121.6%
GLD vs NVTS
-38.4%
+159.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.3% | -9.4% | +1.7% |
| 7D | +4.9% | +20.8% | -15.9% | +4.5% |
| 30D | -1.3% | -11.1% | +9.8% | -1.2% |
| 3M | -4.8% | -31.0% | +26.3% | -4.3% |
| 6M | -12.5% | -47.4% | +34.9% | -11.9% |
| YTD | -4.2% | +34.2% | -38.4% | -4.9% |
| 1Y | +3.0% | +22.2% | -19.1% | +2.4% |
| 3Y | +109.1% | +68.4% | +40.8% | +107.7% |
| 5Y | +121.6% | -39.0% | +160.6% | +118.1% |
| All | +121.6% | -38.4% | +159.9% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling