+185.8%
GS vs NVT
+118.7%
+67.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.3% | -3.2% |
| 7D | -3.2% | -15.7% | +12.5% | +1.9% |
| 30D | -2.4% | -36.6% | +34.2% | +13.7% |
| 3M | -15.7% | -34.8% | +19.1% | -3.5% |
| 6M | -6.8% | -38.2% | +31.5% | +8.0% |
| YTD | -0.1% | +4.8% | -4.9% | -7.8% |
| 1Y | +12.1% | -2.8% | +14.9% | +6.4% |
| 3Y | +185.8% | +119.5% | +66.2% | +64.6% |
| All | +185.8% | +118.7% | +67.1% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling