+187.5%
NVT vs GTLB
-10.9%
+198.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +4.1% | -5.7% | +9.8% | +4.9% |
| 30D | -5.1% | +15.1% | -20.3% | -7.3% |
| 3M | -1.2% | +65.5% | -66.6% | -9.2% |
| 6M | +46.6% | +102.9% | -56.3% | +28.4% |
| YTD | +60.0% | +25.2% | +34.8% | +53.2% |
| 1Y | +70.8% | -5.5% | +76.3% | +73.2% |
| 3Y | +187.5% | -10.9% | +198.4% | +184.2% |
| All | +187.5% | -10.9% | +198.5% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling