-12.1%
GFS vs NVS
+136.4%
-148.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | +2.5% | -7.8% | -5.8% |
| 30D | -15.8% | +13.6% | -29.4% | -18.1% |
| 3M | -18.6% | +4.1% | -22.8% | -19.7% |
| 6M | -45.0% | +11.8% | -56.8% | -47.1% |
| YTD | +16.8% | +22.0% | -5.2% | +10.1% |
| 1Y | +17.8% | +32.3% | -14.5% | +8.7% |
| 3Y | -21.5% | +93.6% | -115.1% | -35.3% |
| 5Y | -29.3% | +136.7% | -166.1% | -45.2% |
| All | -12.1% | +136.4% | -148.5% | -31.5% |
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 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