+2,494.6%
GPN vs NVS
+733.4%
+1,761.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.5% | -15.7% | +12.2% | +4.5% |
| 30D | +3.1% | -11.1% | +14.2% | +8.4% |
| 3M | +42.3% | -7.2% | +49.5% | +45.8% |
| 6M | +20.9% | -12.3% | +33.2% | +27.3% |
| YTD | +15.2% | +2.8% | +12.5% | +11.4% |
| 1Y | +5.4% | +11.9% | -6.5% | -2.6% |
| 3Y | -27.4% | +55.1% | -82.5% | -44.5% |
| 5Y | -44.2% | +94.1% | -138.3% | -62.6% |
| 10Y | +27.4% | +181.2% | -153.9% | -28.8% |
| All | +2,494.6% | +733.4% | +1,761.3% | +777.2% |
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