-0.2%
NVTS vs GD
+6.6%
-6.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +11.3% |
| 7D | +20.8% | -3.0% | +23.9% | +20.2% |
| 30D | -11.1% | +9.3% | -20.4% | -10.9% |
| 3M | -31.0% | -7.2% | -23.8% | -30.1% |
| 6M | -47.4% | +5.5% | -52.8% | -48.0% |
| YTD | +34.2% | +9.5% | +24.7% | +20.8% |
| All | -0.2% | +6.6% | -6.8% | -2.1% |
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