+399.9%
GH vs NVS
+138.2%
+261.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.9% | +13.7% | +7.4% |
| 7D | -2.1% | -14.6% | +12.5% | +5.9% |
| 30D | -4.5% | -11.9% | +7.5% | +1.3% |
| 3M | +28.9% | -6.0% | +34.9% | +30.8% |
| 6M | +76.5% | -11.4% | +87.9% | +85.5% |
| YTD | +57.6% | +2.9% | +54.7% | +50.6% |
| 1Y | +167.5% | +10.2% | +157.3% | +144.3% |
| 3Y | +377.4% | +55.3% | +322.1% | +240.5% |
| 5Y | +23.8% | +89.6% | -65.8% | -25.2% |
| All | +399.9% | +138.2% | +261.7% | +154.8% |
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