-21.3%
NVTS vs GD
+95.3%
-116.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +7.9% | +0.6% | +7.3% | +7.9% |
| 30D | +0.8% | +9.5% | -8.7% | -1.8% |
| 3M | -26.0% | -5.8% | -20.1% | -24.7% |
| 6M | -55.5% | +7.7% | -63.3% | -57.0% |
| YTD | +41.0% | +11.1% | +30.0% | +34.7% |
| 1Y | +10.4% | +6.1% | +4.3% | +7.4% |
| 3Y | +60.9% | +59.8% | +1.0% | +30.2% |
| 5Y | -42.8% | +104.6% | -147.4% | -55.3% |
| All | -21.3% | +95.3% | -116.6% | -39.6% |
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