-12.9%
NVTS vs GAP
+10.9%
-23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.9% |
| 7D | +0.5% | -6.3% | +6.8% | +3.6% |
| 30D | -18.0% | -0.2% | -17.8% | -19.1% |
| 3M | -45.6% | 0.0% | -45.6% | -46.9% |
| 6M | +28.5% | -8.1% | +36.6% | +29.3% |
| YTD | +56.2% | -16.5% | +72.6% | +63.0% |
| 1Y | +97.7% | -10.5% | +108.2% | +96.3% |
| 3Y | +35.0% | +104.0% | -69.0% | -14.8% |
| All | -12.9% | +10.9% | -23.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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