-26.7%
NVTS vs GPC
+12.6%
-39.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.7% |
| 7D | +9.6% | +0.4% | +9.2% | +9.6% |
| 30D | -13.0% | -1.8% | -11.2% | -12.6% |
| 3M | -28.8% | -6.6% | -22.2% | -26.7% |
| 6M | -48.5% | +21.3% | -69.8% | -56.6% |
| YTD | +31.4% | +4.3% | +27.1% | +19.5% |
| 1Y | -2.3% | +3.3% | -5.5% | -10.7% |
| 3Y | +49.8% | +0.8% | +49.1% | +30.9% |
| 5Y | -43.2% | +7.4% | -50.6% | -55.2% |
| All | -26.7% | +12.6% | -39.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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