+376.6%
GH vs NVS
+54.6%
+322.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | -15.7% | +14.5% | +4.2% |
| 30D | -3.7% | -11.1% | +7.4% | -0.6% |
| 3M | +21.7% | -7.2% | +28.9% | +23.0% |
| 6M | +75.7% | -12.3% | +88.1% | +81.6% |
| YTD | +55.7% | +2.8% | +52.9% | +50.3% |
| 1Y | +181.1% | +11.9% | +169.2% | +161.7% |
| All | +376.6% | +54.6% | +322.0% | +270.7% |
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 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