+100.5%
GD vs NVS
+134.2%
-33.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.7% | -1.3% | +3.9% | +3.0% |
| 30D | +8.6% | +9.3% | -0.7% | +5.9% |
| 3M | -7.1% | +5.8% | -12.8% | -9.2% |
| 6M | +7.5% | +7.2% | +0.3% | +4.5% |
| YTD | +9.9% | +20.0% | -10.0% | +2.8% |
| 1Y | +7.6% | +25.4% | -17.8% | -0.9% |
| 3Y | +56.2% | +89.2% | -33.0% | +25.4% |
| All | +100.5% | +134.2% | -33.7% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling