-0.1%
NVTS vs GFS
-3.9%
+3.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +9.7% | +2.6% | +7.0% | +7.1% |
| 30D | -13.6% | -16.4% | +2.8% | +2.0% |
| 3M | -51.0% | -41.6% | -9.4% | -18.8% |
| 6M | +46.3% | -3.7% | +50.0% | +61.4% |
| YTD | +68.1% | +29.3% | +38.8% | +38.9% |
| 1Y | +113.9% | +37.1% | +76.8% | +68.9% |
| 3Y | +45.3% | -22.1% | +67.4% | +86.1% |
| All | -0.1% | -3.9% | +3.9% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling