+452.7%
GS vs NVS
+255.1%
+197.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -2.4% | +13.4% | -15.9% | -7.7% |
| 3M | -15.7% | +5.4% | -21.1% | -18.5% |
| 6M | -6.8% | +9.6% | -16.3% | -12.1% |
| YTD | -0.1% | +21.5% | -21.5% | -11.0% |
| 1Y | +12.1% | +32.3% | -20.2% | -4.5% |
| 3Y | +185.8% | +92.9% | +92.8% | +92.2% |
| 5Y | +140.1% | +134.3% | +5.8% | +39.9% |
| All | +452.7% | +255.1% | +197.7% | +182.3% |
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