+43.4%
NVTS vs GNRC
+61.6%
-18.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +1.9% |
| 7D | -1.4% | -0.2% | -1.2% | -1.2% |
| 30D | -16.5% | -15.7% | -0.8% | -3.4% |
| 3M | -47.6% | -27.3% | -20.3% | -31.5% |
| 6M | +7.3% | -12.1% | +19.3% | +23.5% |
| YTD | +62.9% | +37.1% | +25.8% | +32.6% |
| 1Y | +91.3% | -0.5% | +91.7% | +100.7% |
| 3Y | +43.4% | +61.5% | -18.1% | -3.3% |
| All | +43.4% | +61.6% | -18.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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