-21.1%
GIS vs NVS
+179.5%
-200.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.4% | -14.3% | +7.9% | -2.2% |
| 30D | -6.1% | -10.0% | +3.9% | -3.5% |
| 3M | +7.8% | -10.9% | +18.7% | +11.0% |
| 6M | -8.8% | -12.0% | +3.2% | -5.9% |
| YTD | -19.1% | +2.5% | -21.6% | -20.8% |
| 1Y | -24.8% | +10.7% | -35.4% | -28.3% |
| 3Y | -37.6% | +53.3% | -90.9% | -46.9% |
| 5Y | -25.4% | +93.6% | -119.0% | -41.8% |
| All | -21.1% | +179.5% | -200.6% | -42.0% |
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