-7.2%
GLD vs NVS
+25.4%
-32.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -5.5% | +9.3% | -14.7% | -6.6% |
| 3M | -10.9% | +5.8% | -16.7% | -11.7% |
| 6M | -17.4% | +7.2% | -24.6% | -18.6% |
| YTD | -10.3% | +20.0% | -30.3% | -11.3% |
| 1Y | -7.2% | +25.4% | -32.5% | -7.9% |
| All | -7.2% | +25.4% | -32.6% | -7.9% |
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