+548.5%
GIS vs NVS
+1,076.7%
-528.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.6% | -15.4% | +6.8% | -5.0% |
| 30D | -0.5% | -12.3% | +11.9% | +2.5% |
| 3M | +11.9% | -7.8% | +19.7% | +13.6% |
| 6M | -11.6% | -13.0% | +1.4% | -9.0% |
| YTD | -16.3% | +2.8% | -19.1% | -17.5% |
| 1Y | -21.8% | +10.6% | -32.4% | -24.4% |
| 3Y | -35.7% | +55.1% | -90.7% | -43.1% |
| 5Y | -22.9% | +91.7% | -114.5% | -35.6% |
| 10Y | -16.8% | +181.2% | -198.0% | -37.1% |
| All | +548.5% | +1,076.7% | -528.2% | +268.8% |
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