+750.3%
NVT vs GPC
+93.2%
+657.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.1% | -3.2% | +7.3% | +5.8% |
| 30D | -5.1% | +0.5% | -5.7% | -5.7% |
| 3M | -1.2% | +31.7% | -32.9% | -17.8% |
| 6M | +46.6% | +24.7% | +21.9% | +25.2% |
| YTD | +60.0% | +11.8% | +48.2% | +42.8% |
| 1Y | +70.8% | -3.0% | +73.8% | +65.9% |
| 3Y | +187.5% | -1.1% | +188.7% | +158.4% |
| 5Y | +426.1% | +30.5% | +395.7% | +277.0% |
| All | +750.3% | +93.2% | +657.0% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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