+353.2%
GS vs NVT
+477.1%
-124.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.3% |
| 7D | +1.6% | -13.0% | +14.6% | +7.2% |
| 30D | +1.7% | -32.7% | +34.4% | +20.5% |
| 3M | -11.6% | -30.6% | +19.0% | +2.1% |
| 6M | -1.9% | -33.6% | +31.7% | +14.5% |
| YTD | +5.1% | +11.0% | -5.9% | -7.6% |
| 1Y | +16.4% | +0.8% | +15.6% | +7.2% |
| 3Y | +199.0% | +125.7% | +73.3% | +64.7% |
| 5Y | +157.4% | +231.1% | -73.7% | +9.2% |
| All | +353.2% | +477.1% | -124.0% | +32.8% |
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