+39.4%
GM vs NVTS
-9.1%
+48.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.4% | +4.3% |
| 7D | +12.1% | -0.3% | +12.4% | +12.0% |
| 30D | +15.2% | -24.4% | +39.6% | +16.1% |
| 3M | +4.9% | -26.5% | +31.4% | +5.7% |
| 6M | +22.6% | -41.4% | +64.0% | +24.0% |
| YTD | +14.4% | +30.7% | -16.3% | +12.4% |
| 1Y | +39.4% | -10.8% | +50.2% | +36.7% |
| All | +39.4% | -9.1% | +48.5% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling