-7.8%
NVTS vs GD
+90.2%
-98.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.8% |
| 7D | +2.7% | -5.3% | +8.0% | +4.3% |
| 30D | -4.5% | -6.4% | +2.0% | -2.6% |
| 3M | -61.5% | +5.7% | -67.2% | -62.5% |
| 6M | +28.0% | -0.9% | +28.9% | +27.6% |
| YTD | +65.3% | +8.2% | +57.1% | +59.2% |
| 1Y | +113.0% | +13.4% | +99.6% | +102.4% |
| 3Y | +34.7% | +68.5% | -33.8% | +5.3% |
| All | -7.8% | +90.2% | -98.0% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling