+416.1%
GS vs NVT
+732.7%
-316.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.3% |
| 7D | +3.4% | +10.4% | -7.0% | -1.7% |
| 30D | +0.2% | -1.3% | +1.5% | +0.3% |
| 3M | -0.3% | -0.6% | +0.3% | -1.6% |
| 6M | +27.4% | +53.8% | -26.4% | -1.1% |
| YTD | +19.6% | +60.2% | -40.5% | -9.5% |
| 1Y | +42.5% | +76.8% | -34.3% | +1.0% |
| 3Y | +240.4% | +191.2% | +49.2% | +71.2% |
| 5Y | +188.9% | +430.9% | -242.0% | -1.3% |
| All | +416.1% | +732.7% | -316.7% | +30.1% |
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