+143.7%
GLD vs NVTS
-15.6%
+159.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -0.9% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | -4.5% | +8.8% | +4.4% |
| 3M | -1.1% | -61.5% | +60.4% | +0.1% |
| 6M | -13.8% | +28.0% | -41.8% | -14.3% |
| YTD | +2.6% | +65.3% | -62.6% | +1.7% |
| 1Y | +24.5% | +113.0% | -88.5% | +23.5% |
| 3Y | +125.8% | +34.7% | +91.1% | +124.8% |
| All | +143.7% | -15.6% | +159.3% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling