+389.9%
NVT vs GFS
-2.1%
+392.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | +7.0% | +4.5% | +2.5% | +5.4% |
| 30D | -2.3% | -8.2% | +5.9% | +0.5% |
| 3M | -3.1% | -38.9% | +35.8% | +13.6% |
| 6M | +47.0% | -2.9% | +49.9% | +47.8% |
| YTD | +56.2% | +31.8% | +24.4% | +41.8% |
| 1Y | +74.5% | +43.1% | +31.4% | +53.6% |
| 3Y | +184.0% | -20.6% | +204.7% | +184.4% |
| All | +389.9% | -2.1% | +392.0% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling