-9.4%
NVTS vs GPN
-43.0%
+33.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.0% |
| 7D | +3.5% | -6.2% | +9.7% | +6.9% |
| 30D | -11.9% | +1.0% | -13.0% | -12.8% |
| 3M | -49.2% | +36.9% | -86.1% | -58.5% |
| 6M | +38.4% | +16.8% | +21.6% | +22.2% |
| YTD | +62.5% | +13.2% | +49.2% | +43.3% |
| 1Y | +101.4% | +1.4% | +99.9% | +89.6% |
| 3Y | +40.4% | -28.6% | +69.1% | +62.4% |
| All | -9.4% | -43.0% | +33.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling