-2.4%
GFS vs NVS
+131.7%
-134.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.0% |
| 7D | +1.0% | +4.0% | -3.0% | 0.0% |
| 30D | -8.6% | +3.6% | -12.2% | -9.5% |
| 3M | -46.5% | +7.8% | -54.4% | -47.9% |
| 6M | -4.8% | -0.2% | -4.6% | -5.1% |
| YTD | +29.7% | +19.6% | +10.1% | +23.2% |
| 1Y | +35.8% | +28.4% | +7.5% | +26.6% |
| 3Y | -18.3% | +76.2% | -94.5% | -30.6% |
| All | -2.4% | +131.7% | -134.1% | -23.4% |
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 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