-9.1%
NVTS vs GH
+48.4%
-57.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | -1.4% | -2.5% | +1.1% | -0.3% |
| 30D | -16.5% | -4.7% | -11.8% | -14.7% |
| 3M | -47.6% | +20.2% | -67.9% | -52.5% |
| 6M | +7.3% | +78.8% | -71.5% | -19.9% |
| YTD | +62.9% | +54.1% | +8.8% | +29.8% |
| 1Y | +91.3% | +177.1% | -85.8% | +11.4% |
| 3Y | +43.4% | +371.6% | -328.2% | -41.3% |
| All | -9.1% | +48.4% | -57.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling