+15.9%
GS vs NVTS
+14.0%
+1.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +3.2% |
| 7D | +0.8% | +20.8% | -20.0% | -1.7% |
| 30D | +1.2% | -11.1% | +12.3% | +2.1% |
| 3M | -12.4% | -31.0% | +18.6% | -9.3% |
| 6M | -2.3% | -47.4% | +45.0% | +1.2% |
| YTD | +4.6% | +34.2% | -29.6% | -8.5% |
| All | +15.9% | +14.0% | +1.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling