+186.9%
GS vs NVTS
-14.2%
+201.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +3.4% | +9.7% | -6.3% | +2.8% |
| 30D | +0.2% | -13.6% | +13.8% | +1.0% |
| 3M | -0.3% | -51.0% | +50.7% | +3.5% |
| 6M | +27.4% | +46.3% | -19.0% | +21.9% |
| YTD | +19.6% | +68.1% | -48.4% | +13.1% |
| 1Y | +42.5% | +113.9% | -71.4% | +31.2% |
| 3Y | +240.4% | +45.3% | +195.2% | +207.5% |
| All | +186.9% | -14.2% | +201.0% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling