+155.6%
GS vs NVT
+226.5%
-71.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +5.9% | +8.0% | -2.1% | +2.7% |
| 30D | +4.3% | -24.8% | +29.1% | +15.0% |
| 3M | -11.7% | -32.4% | +20.8% | +1.1% |
| 6M | -3.2% | -33.5% | +30.3% | +10.4% |
| YTD | +5.8% | +13.2% | -7.4% | -5.9% |
| 1Y | +16.0% | +9.0% | +7.1% | +4.6% |
| 3Y | +199.8% | +129.4% | +70.4% | +74.7% |
| All | +155.6% | +226.5% | -71.0% | +14.3% |
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