-12.9%
NVTS vs GRMN
+89.3%
-102.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | -1.8% | +2.2% | +1.9% |
| 30D | -18.0% | -12.1% | -5.9% | -9.1% |
| 3M | -45.6% | +18.0% | -63.6% | -53.9% |
| 6M | +28.5% | +13.7% | +14.7% | +13.6% |
| YTD | +56.2% | +35.3% | +20.9% | +17.9% |
| 1Y | +97.7% | +17.2% | +80.4% | +66.8% |
| 3Y | +35.0% | +179.6% | -144.6% | -58.1% |
| All | -12.9% | +89.3% | -102.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling