+356.3%
GS vs NVT
+488.5%
-132.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +5.9% | +8.0% | -2.1% | +2.0% |
| 30D | +4.3% | -24.8% | +29.1% | +17.1% |
| 3M | -11.7% | -32.4% | +20.8% | +3.5% |
| 6M | -3.2% | -33.5% | +30.3% | +13.0% |
| YTD | +5.8% | +13.2% | -7.4% | -7.9% |
| 1Y | +16.0% | +9.0% | +7.1% | +2.6% |
| 3Y | +199.8% | +129.4% | +70.4% | +63.9% |
| 5Y | +155.5% | +230.1% | -74.6% | +8.9% |
| All | +356.3% | +488.5% | -132.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling