-39.0%
NVTS vs GPC
+7.9%
-46.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +8.9% | +10.1% |
| 7D | +20.8% | +0.8% | +20.0% | +20.6% |
| 30D | -11.1% | -1.1% | -10.1% | -11.1% |
| 3M | -31.0% | -6.6% | -24.4% | -29.0% |
| 6M | -47.4% | +22.2% | -69.6% | -55.8% |
| YTD | +34.2% | +5.1% | +29.1% | +21.6% |
| 1Y | +22.2% | +2.8% | +19.4% | +12.1% |
| 3Y | +68.4% | +2.4% | +66.0% | +45.5% |
| 5Y | -39.0% | +7.8% | -46.8% | -53.9% |
| All | -39.0% | +7.9% | -46.9% | -53.9% |
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 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