+3,748.3%
GD vs NVS
+1,269.4%
+2,478.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -5.3% | +4.0% | -9.3% | -6.7% |
| 30D | -6.4% | +3.6% | -10.0% | -7.8% |
| 3M | +5.7% | +7.8% | -2.1% | +2.6% |
| 6M | -0.9% | -0.2% | -0.8% | -1.3% |
| YTD | +8.2% | +19.6% | -11.4% | +0.9% |
| 1Y | +13.4% | +28.4% | -14.9% | +3.0% |
| 3Y | +68.5% | +76.2% | -7.7% | +35.4% |
| 5Y | +97.2% | +111.1% | -13.9% | +46.9% |
| 10Y | +190.2% | +224.3% | -34.1% | +85.2% |
| All | +3,748.3% | +1,269.4% | +2,478.9% | +1,549.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling