-7.8%
NVTS vs GPC
+24.6%
-32.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.1% |
| 30D | -4.5% | +6.0% | -10.4% | -7.3% |
| 3M | -61.5% | +42.6% | -104.2% | -70.2% |
| 6M | +28.0% | +22.8% | +5.2% | +9.2% |
| YTD | +65.3% | +15.5% | +49.8% | +43.4% |
| 1Y | +113.0% | +2.0% | +110.9% | +102.4% |
| 3Y | +34.7% | -1.4% | +36.1% | +23.5% |
| All | -7.8% | +24.6% | -32.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling