+42.5%
GS vs NVS
+10.4%
+32.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.9% | +13.7% | +0.6% |
| 7D | +3.4% | -14.6% | +18.0% | +4.3% |
| 30D | +0.2% | -11.9% | +12.1% | +1.0% |
| 3M | -0.3% | -6.0% | +5.6% | -0.8% |
| 6M | +27.4% | -11.4% | +38.7% | +27.0% |
| YTD | +19.6% | +2.9% | +16.7% | +18.5% |
| 1Y | +42.5% | +10.2% | +32.2% | +39.7% |
| All | +42.5% | +10.4% | +32.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling