+188.5%
GD vs NVS
+269.2%
-80.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -5.0% | +1.1% | -6.1% | -5.5% |
| 30D | +8.9% | +13.4% | -4.5% | +3.4% |
| 3M | -8.0% | +5.4% | -13.5% | -10.9% |
| 6M | +2.9% | +9.6% | -6.7% | -2.1% |
| YTD | +7.1% | +21.5% | -14.4% | -3.0% |
| 1Y | +5.9% | +32.3% | -26.4% | -7.7% |
| 3Y | +53.9% | +92.9% | -39.1% | +11.1% |
| 5Y | +95.4% | +134.3% | -38.9% | +25.2% |
| All | +188.5% | +269.2% | -80.7% | +57.2% |
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