+12.6%
GM vs NVTS
+44.3%
-31.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -2.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | -4.6% | -11.9% | +7.3% | -4.2% |
| 3M | +0.2% | -49.2% | +49.4% | +2.1% |
| 6M | +12.6% | +38.4% | -25.8% | +6.5% |
| All | +12.6% | +44.3% | -31.7% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling