-55.2%
NVTS vs GD
+2.4%
-57.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.3% | -13.4% | -17.5% |
| 7D | -14.6% | -3.9% | -10.7% | -17.4% |
| 30D | -34.3% | +8.1% | -42.4% | -29.8% |
| 3M | -36.4% | -6.8% | -29.6% | -38.2% |
| 6M | -55.2% | +3.0% | -58.2% | -53.0% |
| All | -55.2% | +2.4% | -57.7% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling