-25.7%
GIS vs NVS
+92.9%
-118.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.4% | -14.3% | +7.9% | -2.4% |
| 30D | -6.1% | -10.0% | +3.9% | -3.7% |
| 3M | +7.8% | -10.9% | +18.7% | +10.8% |
| 6M | -8.8% | -12.0% | +3.2% | -6.0% |
| YTD | -19.1% | +2.5% | -21.6% | -21.0% |
| 1Y | -24.8% | +10.7% | -35.4% | -28.6% |
| 3Y | -37.6% | +53.3% | -90.9% | -47.2% |
| All | -25.7% | +92.9% | -118.6% | -42.2% |
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