+170.5%
GM vs NVTS
+38.1%
+132.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -1.1% | -16.5% | +15.4% | -0.6% |
| 3M | +6.1% | -47.6% | +53.8% | +7.9% |
| 6M | +15.0% | +7.3% | +7.7% | +13.3% |
| YTD | +6.0% | +62.9% | -56.9% | +2.6% |
| 1Y | +47.1% | +91.3% | -44.2% | +40.0% |
| 3Y | +170.5% | +43.4% | +127.1% | +177.8% |
| All | +170.5% | +38.1% | +132.4% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling