+24.4%
GH vs NVS
+92.9%
-68.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -14.3% | +11.8% | +3.8% |
| 30D | -4.7% | -10.0% | +5.3% | -1.1% |
| 3M | +20.2% | -10.9% | +31.1% | +24.9% |
| 6M | +78.8% | -12.0% | +90.7% | +86.6% |
| YTD | +54.1% | +2.5% | +51.6% | +47.9% |
| 1Y | +177.1% | +10.7% | +166.4% | +154.7% |
| 3Y | +371.6% | +53.3% | +318.3% | +250.1% |
| All | +24.4% | +92.9% | -68.5% | -29.2% |
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