+13.4%
GD vs NVS
+27.7%
-14.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -5.3% | +4.0% | -9.3% | -6.3% |
| 30D | -6.4% | +3.6% | -10.0% | -7.4% |
| 3M | +5.7% | +7.8% | -2.1% | +3.1% |
| 6M | -0.9% | -0.2% | -0.8% | -1.4% |
| YTD | +8.2% | +19.6% | -11.4% | +1.7% |
| 1Y | +13.4% | +28.4% | -14.9% | +3.9% |
| All | +13.4% | +27.7% | -14.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling