+218.2%
GLD vs NVS
+177.6%
+40.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -15.4% | +15.5% | +1.9% |
| 30D | +0.2% | -12.3% | +12.5% | +1.5% |
| 3M | +3.2% | -7.8% | +11.0% | +3.9% |
| 6M | -14.6% | -13.0% | -1.7% | -13.6% |
| YTD | +1.8% | +2.8% | -1.0% | +1.3% |
| 1Y | +20.7% | +10.6% | +10.1% | +19.3% |
| 3Y | +126.5% | +55.1% | +71.4% | +116.5% |
| 5Y | +140.0% | +91.7% | +48.4% | +125.0% |
| 10Y | +218.2% | +181.2% | +37.0% | +194.4% |
| All | +218.2% | +177.6% | +40.6% | +194.4% |
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