+187.5%
NVT vs GFS
-19.7%
+207.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +3.8% |
| 7D | +4.1% | +3.8% | +0.2% | +2.5% |
| 30D | -5.1% | -11.7% | +6.6% | -0.4% |
| 3M | -1.2% | -41.8% | +40.6% | +21.0% |
| 6M | +46.6% | +6.6% | +39.9% | +42.6% |
| YTD | +60.0% | +34.6% | +25.3% | +41.0% |
| 1Y | +70.8% | +46.2% | +24.6% | +44.8% |
| 3Y | +187.5% | -20.3% | +207.9% | +189.2% |
| All | +187.5% | -19.7% | +207.3% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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