+140.5%
GS vs NVTS
-43.8%
+184.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.8% | +9.4% | -5.3% |
| 7D | -6.3% | -14.6% | +8.2% | -5.4% |
| 30D | -3.1% | -34.3% | +31.2% | -0.7% |
| 3M | -17.7% | -36.4% | +18.7% | -15.5% |
| 6M | -4.6% | -55.2% | +50.7% | -1.2% |
| YTD | +0.3% | +10.1% | -9.8% | -2.8% |
| 1Y | +11.7% | -20.3% | +32.0% | +9.8% |
| 3Y | +183.6% | +27.4% | +156.2% | +154.7% |
| 5Y | +141.0% | -47.6% | +188.6% | +111.3% |
| All | +140.5% | -43.8% | +184.3% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling