-25.3%
NVTS vs GPC
+10.9%
-36.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.7% |
| 7D | +21.6% | -1.3% | +22.9% | +22.5% |
| 30D | -8.5% | -6.0% | -2.5% | -5.9% |
| 3M | -31.4% | -7.6% | -23.7% | -29.0% |
| 6M | -50.3% | +24.2% | -74.6% | -58.8% |
| YTD | +33.9% | +2.7% | +31.2% | +22.8% |
| 1Y | +10.6% | +0.2% | +10.5% | +3.2% |
| 3Y | +52.7% | -0.8% | +53.5% | +34.4% |
| 5Y | -48.5% | +4.4% | -52.9% | -58.7% |
| All | -25.3% | +10.9% | -36.2% | -42.1% |
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