+113.0%
NVTS vs GFS
+37.2%
+75.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +4.8% |
| 7D | +2.7% | +1.0% | +1.7% | +1.8% |
| 30D | -4.5% | -8.6% | +4.1% | +5.2% |
| 3M | -61.5% | -46.5% | -15.0% | -27.6% |
| 6M | +28.0% | -4.8% | +32.8% | +54.5% |
| YTD | +65.3% | +29.7% | +35.6% | +41.3% |
| 1Y | +113.0% | +35.8% | +77.2% | +78.7% |
| All | +113.0% | +37.2% | +75.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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