+601.7%
NVT vs GH
+467.1%
+134.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.8% |
| 7D | +4.1% | -2.5% | +6.6% | +4.4% |
| 30D | -5.1% | -4.7% | -0.4% | -4.6% |
| 3M | -1.2% | +20.2% | -21.4% | -4.0% |
| 6M | +46.6% | +78.8% | -32.2% | +34.3% |
| YTD | +60.0% | +54.1% | +5.9% | +49.2% |
| 1Y | +70.8% | +177.1% | -106.3% | +46.1% |
| 3Y | +187.5% | +371.6% | -184.1% | +120.6% |
| 5Y | +426.1% | +21.9% | +404.2% | +352.1% |
| All | +601.7% | +467.1% | +134.6% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling