+436.1%
NVT vs GTLB
-50.8%
+486.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -2.3% |
| 7D | +7.0% | -6.6% | +13.6% | +7.7% |
| 30D | -2.3% | +13.7% | -16.1% | -3.9% |
| 3M | -3.1% | +52.9% | -56.0% | -8.1% |
| 6M | +47.0% | +88.5% | -41.5% | +35.0% |
| YTD | +56.2% | +23.4% | +32.8% | +50.4% |
| 1Y | +74.5% | -3.8% | +78.4% | +72.8% |
| 3Y | +184.0% | -11.5% | +195.5% | +178.0% |
| All | +436.1% | -50.8% | +486.9% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling