+25.7%
GPN vs NVS
+179.5%
-153.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -14.3% | +9.9% | +3.4% |
| 30D | 0.0% | -10.0% | +10.0% | +4.8% |
| 3M | +35.8% | -10.9% | +46.7% | +42.5% |
| 6M | +22.0% | -12.0% | +34.0% | +28.6% |
| YTD | +15.2% | +2.5% | +12.7% | +10.4% |
| 1Y | +3.5% | +10.7% | -7.2% | -5.5% |
| 3Y | -26.9% | +53.3% | -80.2% | -47.2% |
| 5Y | -44.2% | +93.6% | -137.8% | -66.7% |
| All | +25.7% | +179.5% | -153.8% | -34.3% |
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