+70.8%
NVT vs GTLB
-4.2%
+75.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | +4.1% | -5.7% | +9.8% | +3.9% |
| 30D | -5.1% | +15.1% | -20.3% | -4.7% |
| 3M | -1.2% | +65.5% | -66.6% | +0.1% |
| 6M | +46.6% | +102.9% | -56.3% | +48.2% |
| YTD | +60.0% | +25.2% | +34.8% | +67.0% |
| 1Y | +70.8% | -5.5% | +76.3% | +86.4% |
| All | +70.8% | -4.2% | +75.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling