+185.8%
GS vs NVTS
+36.9%
+148.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -0.9% |
| 7D | -3.2% | +1.5% | -4.7% | -3.4% |
| 30D | -2.4% | -23.8% | +21.4% | -1.2% |
| 3M | -15.7% | -30.6% | +14.8% | -14.4% |
| 6M | -6.8% | -48.4% | +41.6% | -4.8% |
| YTD | -0.1% | +20.6% | -20.6% | -2.4% |
| 1Y | +12.1% | -2.5% | +14.6% | +10.1% |
| 3Y | +185.8% | +44.0% | +141.8% | +175.2% |
| All | +185.8% | +36.9% | +148.9% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling