-25.2%
NVTS vs GD
+92.5%
-117.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +10.7% |
| 7D | +20.8% | -3.0% | +23.9% | +21.8% |
| 30D | -11.1% | +9.3% | -20.4% | -13.4% |
| 3M | -31.0% | -7.2% | -23.8% | -29.6% |
| 6M | -47.4% | +5.5% | -52.8% | -48.8% |
| YTD | +34.2% | +9.5% | +24.7% | +28.7% |
| 1Y | +22.2% | +6.4% | +15.8% | +18.6% |
| 3Y | +68.4% | +59.8% | +8.5% | +35.9% |
| 5Y | -39.0% | +98.0% | -137.0% | -52.5% |
| All | -25.2% | +92.5% | -117.7% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling