-12.9%
NVTS vs GWW
+205.6%
-218.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | +0.5% | -3.1% | +3.6% | +2.2% |
| 30D | -18.0% | -2.3% | -15.7% | -17.0% |
| 3M | -45.6% | -3.3% | -42.3% | -45.2% |
| 6M | +28.5% | +15.4% | +13.1% | +16.2% |
| YTD | +56.2% | +26.7% | +29.4% | +33.6% |
| 1Y | +97.7% | +29.0% | +68.7% | +67.7% |
| 3Y | +35.0% | +89.0% | -54.0% | -14.4% |
| All | -12.9% | +205.6% | -218.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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