+18.6%
GLXY vs NVS
+31.4%
-12.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -13.9% | +16.7% | +3.8% |
| 7D | +15.5% | -14.6% | +30.1% | +16.7% |
| 30D | +34.1% | -11.9% | +46.0% | +35.0% |
| 3M | -11.3% | -6.0% | -5.4% | -13.3% |
| 6M | +31.6% | -11.4% | +43.0% | +31.1% |
| YTD | +21.0% | +2.9% | +18.1% | +18.1% |
| 1Y | +11.7% | +10.2% | +1.4% | +8.4% |
| All | +18.6% | +31.4% | -12.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling