-10.3%
GFS vs NVS
+132.4%
-142.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +7.4% | -1.3% | +8.6% | +7.6% |
| 30D | -15.3% | +9.3% | -24.5% | -16.9% |
| 3M | -21.1% | +5.8% | -26.9% | -22.5% |
| 6M | -44.5% | +7.2% | -51.7% | -46.0% |
| YTD | +19.2% | +20.0% | -0.7% | +12.8% |
| 1Y | +27.2% | +25.4% | +1.9% | +18.9% |
| 3Y | -20.1% | +89.2% | -109.3% | -33.8% |
| 5Y | -25.6% | +134.6% | -160.2% | -42.8% |
| All | -10.3% | +132.4% | -142.7% | -29.9% |
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