+205.6%
GLD vs NVS
+259.5%
-53.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -1.0% | -4.4% | -5.4% |
| 30D | -7.0% | +12.5% | -19.5% | -8.2% |
| 3M | -12.4% | +5.2% | -17.6% | -13.0% |
| 6M | -18.0% | +8.2% | -26.2% | -18.9% |
| YTD | -10.5% | +19.8% | -30.2% | -12.3% |
| 1Y | -8.1% | +24.8% | -32.9% | -10.4% |
| 3Y | +97.7% | +90.0% | +7.7% | +84.9% |
| 5Y | +103.4% | +134.3% | -30.8% | +86.7% |
| All | +205.6% | +259.5% | -53.9% | +175.6% |
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