+43.0%
NVTS vs GPC
+0.9%
+42.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -4.5% | +6.0% | -10.4% | -6.5% |
| 3M | -61.5% | +42.6% | -104.2% | -68.5% |
| 6M | +28.0% | +22.8% | +5.2% | +13.6% |
| YTD | +65.3% | +15.5% | +49.8% | +48.4% |
| 1Y | +113.0% | +2.0% | +110.9% | +107.5% |
| All | +43.0% | +0.9% | +42.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling