-23.7%
GFS vs NVS
+91.5%
-115.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | -7.8% | +1.1% | -8.9% | -8.0% |
| 30D | -19.7% | +13.4% | -33.1% | -21.3% |
| 3M | -23.1% | +5.4% | -28.5% | -24.1% |
| 6M | -46.4% | +9.6% | -55.9% | -47.8% |
| YTD | +11.0% | +21.5% | -10.5% | +5.8% |
| 1Y | +12.6% | +32.3% | -19.7% | +5.3% |
| All | -23.7% | +91.5% | -115.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling