-43.2%
NVTS vs GD
+100.7%
-143.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +9.6% | -1.9% | +11.5% | +10.1% |
| 30D | -13.0% | +10.9% | -23.9% | -15.6% |
| 3M | -28.8% | -6.8% | -22.0% | -27.3% |
| 6M | -48.5% | +7.0% | -55.5% | -50.1% |
| YTD | +31.4% | +11.1% | +20.3% | +25.3% |
| 1Y | -2.3% | +7.0% | -9.3% | -5.4% |
| 3Y | +49.8% | +59.9% | -10.1% | +20.3% |
| 5Y | -43.2% | +102.5% | -145.7% | -59.2% |
| All | -43.2% | +100.7% | -143.9% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling