+187.5%
NVT vs GFI
+287.6%
-100.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +4.1% | -4.9% | +8.9% | +4.7% |
| 30D | -5.1% | +10.7% | -15.9% | -6.5% |
| 3M | -1.2% | +25.6% | -26.8% | -4.7% |
| 6M | +46.6% | -8.3% | +54.8% | +46.4% |
| YTD | +60.0% | +6.3% | +53.7% | +56.9% |
| 1Y | +70.8% | +22.1% | +48.7% | +64.9% |
| 3Y | +187.5% | +289.2% | -101.6% | +146.6% |
| All | +187.5% | +287.6% | -100.1% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling