-2.3%
NVTS vs GD
+8.1%
-10.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.0% |
| 7D | +9.6% | -1.9% | +11.5% | +9.1% |
| 30D | -13.0% | +10.9% | -23.9% | -12.7% |
| 3M | -28.8% | -6.8% | -22.0% | -27.7% |
| 6M | -48.5% | +7.0% | -55.5% | -49.1% |
| YTD | +31.4% | +11.1% | +20.3% | +18.3% |
| 1Y | -2.3% | +7.0% | -9.3% | -4.1% |
| All | -2.3% | +8.1% | -10.4% | -4.1% |
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