+150.8%
GS vs NVTS
-31.5%
+182.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +3.9% |
| 7D | +0.8% | +20.8% | -20.0% | -0.5% |
| 30D | +1.2% | -11.1% | +12.3% | +1.7% |
| 3M | -12.4% | -31.0% | +18.6% | -10.7% |
| 6M | -2.3% | -47.4% | +45.0% | 0.0% |
| YTD | +4.6% | +34.2% | -29.6% | 0.0% |
| 1Y | +17.5% | +22.2% | -4.7% | +12.6% |
| 3Y | +202.0% | +68.4% | +133.7% | +165.2% |
| 5Y | +152.4% | -39.0% | +191.4% | +118.9% |
| All | +150.8% | -31.5% | +182.3% | +114.8% |
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