-9.4%
NVTS vs GPC
+22.1%
-31.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.8% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | -11.9% | +1.3% | -13.2% | -12.7% |
| 3M | -49.2% | +37.1% | -86.3% | -59.6% |
| 6M | +38.4% | +23.2% | +15.2% | +17.5% |
| YTD | +62.5% | +13.1% | +49.4% | +42.4% |
| 1Y | +101.4% | +0.9% | +100.5% | +92.1% |
| 3Y | +40.4% | -0.8% | +41.2% | +26.8% |
| All | -9.4% | +22.1% | -31.4% | -32.9% |
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