+185.7%
GS vs NVT
+394.8%
-209.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.0% |
| 7D | +0.9% | +5.1% | -4.1% | -1.2% |
| 30D | -1.6% | -3.7% | +2.1% | -0.4% |
| 3M | -4.5% | -10.1% | +5.7% | -1.2% |
| 6M | +20.9% | +37.5% | -16.6% | +2.5% |
| YTD | +19.9% | +53.7% | -33.8% | -3.7% |
| 1Y | +41.4% | +70.9% | -29.5% | +7.1% |
| 3Y | +239.2% | +180.4% | +58.8% | +88.0% |
| All | +185.7% | +394.8% | -209.1% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling