+388.8%
GH vs NVS
+137.3%
+251.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -14.3% | +11.8% | +5.2% |
| 30D | -4.7% | -10.0% | +5.3% | -0.2% |
| 3M | +20.2% | -10.9% | +31.1% | +26.0% |
| 6M | +78.8% | -12.0% | +90.7% | +88.6% |
| YTD | +54.1% | +2.5% | +51.6% | +47.5% |
| 1Y | +177.1% | +10.7% | +166.4% | +152.2% |
| 3Y | +371.6% | +53.3% | +318.3% | +239.3% |
| 5Y | +21.9% | +93.6% | -71.7% | -27.5% |
| All | +388.8% | +137.3% | +251.5% | +149.7% |
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