+47.0%
NVT vs GAP
-5.1%
+52.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | +7.0% | -3.2% | +10.2% | +7.0% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | -3.1% | -0.5% | -2.6% | -2.3% |
| 6M | +47.0% | -5.0% | +52.0% | +37.0% |
| All | +47.0% | -5.1% | +52.1% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling