+750.3%
NVT vs GNRC
+298.9%
+451.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.7% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | -5.1% | -15.7% | +10.6% | +0.6% |
| 3M | -1.2% | -27.3% | +26.2% | +10.1% |
| 6M | +46.6% | -12.1% | +58.6% | +52.5% |
| YTD | +60.0% | +37.1% | +22.9% | +42.8% |
| 1Y | +70.8% | -0.5% | +71.3% | +68.2% |
| 3Y | +187.5% | +61.5% | +126.0% | +136.7% |
| 5Y | +426.1% | -58.6% | +484.7% | +536.8% |
| All | +750.3% | +298.9% | +451.4% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling