+12.4%
GD vs NVS
+10.4%
+2.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.2% | +2.2% |
| 7D | -3.5% | -14.6% | +11.1% | -0.4% |
| 30D | -9.0% | -11.9% | +2.9% | -7.0% |
| 3M | +5.1% | -6.0% | +11.0% | +5.1% |
| 6M | -1.0% | -11.4% | +10.4% | +0.7% |
| YTD | +7.3% | +2.9% | +4.4% | +3.8% |
| 1Y | +12.4% | +10.2% | +2.2% | +6.1% |
| All | +12.4% | +10.4% | +2.1% | +6.1% |
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