-57.7%
NVTS vs GAP
+0.1%
-57.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -6.1% |
| 7D | +3.9% | -1.9% | +5.9% | +4.7% |
| 30D | -4.3% | -7.1% | +2.7% | -1.7% |
| 3M | -34.5% | +4.1% | -38.6% | -35.1% |
| 6M | -57.7% | +1.9% | -59.6% | -57.8% |
| All | -57.7% | +0.1% | -57.8% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling