+305.2%
CG vs NVS
+179.5%
+125.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.9% | -14.3% | +4.4% | -3.7% |
| 30D | -11.7% | -10.0% | -1.7% | -8.1% |
| 3M | -4.3% | -10.9% | +6.6% | -0.4% |
| 6M | -8.8% | -12.0% | +3.2% | -4.6% |
| YTD | -26.9% | +2.5% | -29.4% | -29.5% |
| 1Y | -35.4% | +10.7% | -46.1% | -40.4% |
| 3Y | +43.0% | +53.3% | -10.3% | +6.2% |
| 5Y | +1.9% | +93.6% | -91.7% | -36.5% |
| All | +305.2% | +179.5% | +125.6% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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