+717.0%
NVT vs GPC
+99.6%
+617.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | +5.1% | +1.2% | +3.9% | +4.4% |
| 30D | -3.7% | +6.0% | -9.7% | -6.8% |
| 3M | -10.1% | +42.6% | -52.8% | -28.5% |
| 6M | +37.5% | +22.8% | +14.7% | +18.8% |
| YTD | +53.7% | +15.5% | +38.3% | +35.0% |
| 1Y | +70.9% | +2.0% | +68.8% | +61.4% |
| 3Y | +180.4% | -1.4% | +181.8% | +154.8% |
| 5Y | +393.5% | +30.6% | +362.9% | +256.5% |
| All | +717.0% | +99.6% | +617.4% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling