-2.7%
GFS vs NVS
+99.4%
-102.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.9% | +13.7% | +2.7% |
| 7D | +2.6% | -14.6% | +17.2% | +5.9% |
| 30D | -16.4% | -11.9% | -4.5% | -14.5% |
| 3M | -41.6% | -6.0% | -35.6% | -41.6% |
| 6M | -3.7% | -11.4% | +7.7% | -1.9% |
| YTD | +29.3% | +2.9% | +26.4% | +26.5% |
| 1Y | +37.1% | +10.2% | +26.9% | +31.6% |
| 3Y | -22.1% | +55.3% | -77.4% | -32.4% |
| All | -2.7% | +99.4% | -102.1% | -21.4% |
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