-43.8%
GPN vs NVS
+92.9%
-136.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -14.3% | +9.7% | +0.4% |
| 30D | -0.3% | -10.0% | +9.7% | +2.8% |
| 3M | +35.4% | -10.9% | +46.3% | +39.9% |
| 6M | +21.7% | -12.0% | +33.6% | +26.2% |
| YTD | +14.9% | +2.5% | +12.4% | +11.5% |
| 1Y | +3.2% | +10.7% | -7.5% | -3.1% |
| 3Y | -27.1% | +53.3% | -80.4% | -41.9% |
| All | -43.8% | +92.9% | -136.8% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling