-6.3%
NVTS vs GPC
+21.0%
-27.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.2% |
| 7D | +9.7% | +0.2% | +9.5% | +9.5% |
| 30D | -13.6% | -0.4% | -13.2% | -13.6% |
| 3M | -51.0% | +39.2% | -90.2% | -61.5% |
| 6M | +46.3% | +18.2% | +28.1% | +27.5% |
| YTD | +68.1% | +12.1% | +56.0% | +48.1% |
| 1Y | +113.9% | -0.7% | +114.6% | +106.0% |
| 3Y | +45.3% | -1.7% | +47.0% | +31.8% |
| All | -6.3% | +21.0% | -27.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling