+231.1%
GM vs NVS
+179.5%
+51.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -2.4% | -14.3% | +11.8% | +4.1% |
| 30D | -1.1% | -10.0% | +8.8% | +2.8% |
| 3M | +6.1% | -10.9% | +17.0% | +10.5% |
| 6M | +15.0% | -12.0% | +26.9% | +20.4% |
| YTD | +6.0% | +2.5% | +3.5% | +2.9% |
| 1Y | +47.1% | +10.7% | +36.4% | +37.1% |
| 3Y | +170.5% | +53.3% | +117.2% | +107.6% |
| 5Y | +80.5% | +93.6% | -13.1% | +18.2% |
| All | +231.1% | +179.5% | +51.6% | +105.0% |
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 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