+750.3%
NVT vs GDDY
+53.5%
+696.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.9% | +4.2% |
| 7D | +4.1% | -3.2% | +7.3% | +4.8% |
| 30D | -5.1% | +6.8% | -11.9% | -7.6% |
| 3M | -1.2% | +30.5% | -31.6% | -12.5% |
| 6M | +46.6% | +13.3% | +33.3% | +34.2% |
| YTD | +60.0% | -21.0% | +81.0% | +65.8% |
| 1Y | +70.8% | -34.0% | +104.8% | +90.0% |
| 3Y | +187.5% | +33.1% | +154.5% | +136.8% |
| 5Y | +426.1% | +30.3% | +395.8% | +323.3% |
| All | +750.3% | +53.5% | +696.8% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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