+113.0%
NVTS vs GDDY
-29.3%
+142.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +5.1% |
| 7D | +2.7% | +3.7% | -1.0% | +4.9% |
| 30D | -4.5% | +10.4% | -14.8% | +1.6% |
| 3M | -61.5% | +19.4% | -80.9% | -55.3% |
| 6M | +28.0% | +14.3% | +13.7% | +46.8% |
| YTD | +65.3% | -18.4% | +83.6% | +117.9% |
| 1Y | +113.0% | -30.1% | +143.1% | +230.2% |
| All | +113.0% | -29.3% | +142.3% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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