+732.3%
GLD vs NVS
+660.4%
+71.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +2.5% | +0.3% | +2.5% |
| 30D | -4.0% | +13.6% | -17.5% | -5.3% |
| 3M | -8.2% | +4.1% | -12.4% | -8.8% |
| 6M | -14.8% | +11.8% | -26.6% | -16.1% |
| YTD | -6.8% | +22.0% | -28.8% | -9.0% |
| 1Y | -2.4% | +32.3% | -34.6% | -5.6% |
| 3Y | +105.8% | +93.6% | +12.2% | +90.9% |
| 5Y | +113.3% | +136.7% | -23.4% | +93.3% |
| 10Y | +208.4% | +254.6% | -46.2% | +165.6% |
| All | +732.3% | +660.4% | +71.9% | +503.6% |
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 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