+43.0%
NVTS vs GFS
-21.4%
+64.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -5.1% |
| 7D | +3.5% | +4.5% | -1.0% | -0.8% |
| 30D | -11.9% | -8.2% | -3.7% | -4.3% |
| 3M | -49.2% | -38.9% | -10.4% | -19.0% |
| 6M | +38.4% | -2.9% | +41.3% | +54.0% |
| YTD | +62.5% | +31.8% | +30.7% | +34.4% |
| 1Y | +101.4% | +43.1% | +58.3% | +56.3% |
| All | +43.0% | -21.4% | +64.5% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling