+151.9%
GS vs NVTS
-32.9%
+184.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +1.6% | +9.6% | -8.0% | +0.9% |
| 30D | +1.7% | -13.0% | +14.6% | +2.3% |
| 3M | -11.6% | -28.8% | +17.2% | -10.0% |
| 6M | -1.9% | -48.5% | +46.6% | +0.6% |
| YTD | +5.1% | +31.4% | -26.3% | +0.6% |
| 1Y | +16.4% | -2.3% | +18.7% | +13.1% |
| 3Y | +199.0% | +49.8% | +149.1% | +165.8% |
| 5Y | +157.4% | -43.2% | +200.6% | +124.3% |
| All | +151.9% | -32.9% | +184.8% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling