-10.8%
NVTS vs GD
+9.0%
-19.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.6% | +11.6% | +8.7% |
| 7D | -0.3% | +3.0% | -3.3% | -0.2% |
| 30D | -24.4% | +10.5% | -34.9% | -24.2% |
| 3M | -26.5% | -5.0% | -21.5% | -25.4% |
| 6M | -41.4% | +5.5% | -46.9% | -41.9% |
| YTD | +30.7% | +10.3% | +20.3% | +17.5% |
| 1Y | -10.8% | +8.2% | -19.0% | -16.5% |
| All | -10.8% | +9.0% | -19.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling