+6.1%
GD vs NVS
+28.3%
-22.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +0.6% | -2.8% | +3.5% | +1.2% |
| 30D | +9.5% | +11.5% | -2.0% | +7.2% |
| 3M | -5.8% | +3.7% | -9.5% | -6.9% |
| 6M | +7.7% | +10.4% | -2.7% | +4.5% |
| YTD | +11.1% | +19.8% | -8.8% | +4.8% |
| 1Y | +6.1% | +26.6% | -20.5% | -1.5% |
| All | +6.1% | +28.3% | -22.2% | -1.5% |
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