+187.5%
NVT vs GNRC
+61.6%
+125.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | -5.1% | -15.7% | +10.6% | +2.0% |
| 3M | -1.2% | -27.3% | +26.2% | +13.0% |
| 6M | +46.6% | -12.1% | +58.6% | +54.1% |
| YTD | +60.0% | +37.1% | +22.9% | +39.2% |
| 1Y | +70.8% | -0.5% | +71.3% | +68.4% |
| 3Y | +187.5% | +61.5% | +126.0% | +131.9% |
| All | +187.5% | +61.6% | +125.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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