+18.2%
GLD vs NVS
+11.3%
+6.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -15.7% | +12.3% | -0.7% |
| 30D | -1.1% | -11.1% | +9.9% | +0.6% |
| 3M | +5.8% | -7.2% | +13.0% | +6.4% |
| 6M | -17.1% | -12.3% | -4.7% | -15.9% |
| YTD | 0.0% | +2.8% | -2.7% | -0.5% |
| 1Y | +18.2% | +11.9% | +6.3% | +17.0% |
| All | +18.2% | +11.3% | +6.9% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling