-9.1%
NVTS vs GPN
-42.2%
+33.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -1.4% | -4.6% | +3.2% | +0.8% |
| 30D | -16.5% | -0.3% | -16.2% | -16.8% |
| 3M | -47.6% | +35.4% | -83.1% | -57.0% |
| 6M | +7.3% | +21.7% | -14.4% | -7.3% |
| YTD | +62.9% | +14.9% | +48.0% | +42.5% |
| 1Y | +91.3% | +3.2% | +88.1% | +78.3% |
| 3Y | +43.4% | -27.1% | +70.5% | +63.8% |
| All | -9.1% | -42.2% | +33.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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