+152.8%
GS vs NVTS
-31.6%
+184.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.6% | -1.1% |
| 7D | +5.1% | +21.6% | -16.5% | +3.7% |
| 30D | +2.4% | -8.5% | +10.9% | +2.8% |
| 3M | -11.5% | -31.4% | +19.9% | -9.7% |
| 6M | -2.5% | -50.3% | +47.8% | +0.4% |
| YTD | +5.5% | +33.9% | -28.4% | +0.8% |
| 1Y | +11.0% | +10.6% | +0.4% | +7.1% |
| 3Y | +200.1% | +52.7% | +147.4% | +166.4% |
| 5Y | +154.7% | -48.5% | +203.2% | +123.1% |
| All | +152.8% | -31.6% | +184.5% | +116.6% |
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