+750.3%
NVT vs GAP
-1.0%
+751.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.8% | +3.9% |
| 7D | +4.1% | -4.1% | +8.2% | +5.3% |
| 30D | -5.1% | +6.2% | -11.4% | -7.2% |
| 3M | -1.2% | -0.7% | -0.5% | -2.1% |
| 6M | +46.6% | -7.1% | +53.7% | +46.6% |
| YTD | +60.0% | -14.1% | +74.1% | +62.6% |
| 1Y | +70.8% | -8.5% | +79.3% | +69.4% |
| 3Y | +187.5% | +115.4% | +72.2% | +103.0% |
| 5Y | +426.1% | +9.8% | +416.3% | +324.7% |
| All | +750.3% | -1.0% | +751.3% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling