-30.1%
NVTS vs GAP
+12.5%
-42.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -6.0% |
| 7D | +3.9% | -1.9% | +5.9% | +5.0% |
| 30D | -4.3% | -7.1% | +2.7% | -1.0% |
| 3M | -34.5% | +4.1% | -38.6% | -36.5% |
| 6M | -57.7% | +1.9% | -59.6% | -59.1% |
| YTD | +25.4% | -15.2% | +40.6% | +30.0% |
| 1Y | +13.1% | -10.6% | +23.8% | +13.2% |
| 3Y | +48.9% | +74.6% | -25.7% | +2.4% |
| 5Y | -51.8% | +3.7% | -55.4% | -67.4% |
| All | -30.1% | +12.5% | -42.6% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling