-9.1%
NVTS vs GFI
+445.0%
-454.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | -1.4% | -4.9% | +3.4% | -0.3% |
| 30D | -16.5% | +10.7% | -27.2% | -18.6% |
| 3M | -47.6% | +25.6% | -73.3% | -50.5% |
| 6M | +7.3% | -8.3% | +15.5% | +7.8% |
| YTD | +62.9% | +6.3% | +56.6% | +60.1% |
| 1Y | +91.3% | +22.1% | +69.2% | +85.1% |
| 3Y | +43.4% | +289.2% | -245.8% | +13.5% |
| All | -9.1% | +445.0% | -454.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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