-7.8%
NVTS vs GAP
+18.9%
-26.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | +2.7% | -4.5% | +7.2% | +4.8% |
| 30D | -4.5% | +9.0% | -13.5% | -9.8% |
| 3M | -61.5% | +5.0% | -66.5% | -63.3% |
| 6M | +28.0% | -17.8% | +45.8% | +36.0% |
| YTD | +65.3% | -10.4% | +75.7% | +67.0% |
| 1Y | +113.0% | -3.4% | +116.4% | +104.1% |
| 3Y | +34.7% | +111.5% | -76.8% | -16.4% |
| All | -7.8% | +18.9% | -26.7% | -41.3% |
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