+750.3%
NVT vs GPN
-15.5%
+765.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | +4.1% | -4.3% | +8.4% | +5.9% |
| 30D | -5.1% | 0.0% | -5.1% | -5.6% |
| 3M | -1.2% | +35.8% | -37.0% | -15.6% |
| 6M | +46.6% | +22.0% | +24.6% | +29.9% |
| YTD | +60.0% | +15.2% | +44.8% | +43.1% |
| 1Y | +70.8% | +3.5% | +67.3% | +59.6% |
| 3Y | +187.5% | -26.9% | +214.5% | +209.2% |
| 5Y | +426.1% | -44.2% | +470.4% | +529.1% |
| All | +750.3% | -15.5% | +765.8% | +727.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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