+401.8%
NVT vs GFS
0.0%
+401.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +3.9% |
| 7D | +4.1% | +3.8% | +0.2% | +2.8% |
| 30D | -5.1% | -11.7% | +6.6% | -1.1% |
| 3M | -1.2% | -41.8% | +40.6% | +17.6% |
| 6M | +46.6% | +6.6% | +39.9% | +43.4% |
| YTD | +60.0% | +34.6% | +25.3% | +44.3% |
| 1Y | +70.8% | +46.2% | +24.6% | +49.4% |
| 3Y | +187.5% | -20.3% | +207.9% | +187.2% |
| All | +401.8% | 0.0% | +401.8% | +356.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling