+155.6%
GS vs NVTS
-54.3%
+209.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.8% |
| 7D | +5.9% | +3.9% | +1.9% | +5.5% |
| 30D | +4.3% | -4.3% | +8.6% | +4.4% |
| 3M | -11.7% | -34.5% | +22.8% | -9.6% |
| 6M | -3.2% | -57.7% | +54.6% | +0.8% |
| YTD | +5.8% | +25.4% | -19.6% | +1.5% |
| 1Y | +16.0% | +13.1% | +2.9% | +11.9% |
| 3Y | +199.8% | +48.9% | +150.8% | +166.0% |
| All | +155.6% | -54.3% | +209.9% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling