+43.4%
NVTS vs GDDY
+30.8%
+12.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.6% |
| 7D | -1.4% | -3.2% | +1.8% | -1.8% |
| 30D | -16.5% | +6.8% | -23.3% | -15.5% |
| 3M | -47.6% | +30.5% | -78.1% | -46.4% |
| 6M | +7.3% | +13.3% | -6.0% | +9.4% |
| YTD | +62.9% | -21.0% | +83.8% | +83.8% |
| 1Y | +91.3% | -34.0% | +125.3% | +131.0% |
| 3Y | +43.4% | +33.1% | +10.3% | -10.0% |
| All | +43.4% | +30.8% | +12.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling