+227.1%
NVT vs GPC
+4.3%
+222.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +8.0% | +0.4% | +7.5% | +7.9% |
| 30D | -24.8% | -6.3% | -18.5% | -23.4% |
| 3M | -32.4% | -8.2% | -24.3% | -30.9% |
| 6M | -33.5% | +27.1% | -60.6% | -40.8% |
| YTD | +13.2% | +3.1% | +10.1% | +7.5% |
| 1Y | +9.0% | +0.1% | +8.9% | +4.9% |
| 3Y | +129.4% | +0.2% | +129.2% | +106.6% |
| All | +227.1% | +4.3% | +222.7% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling