+199.8%
GS vs NVS
+90.8%
+108.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.9% | -1.3% | +7.1% | +6.0% |
| 30D | +4.3% | +9.3% | -5.0% | +3.2% |
| 3M | -11.7% | +5.8% | -17.4% | -12.5% |
| 6M | -3.2% | +7.2% | -10.4% | -4.6% |
| YTD | +5.8% | +20.0% | -14.2% | +2.0% |
| 1Y | +16.0% | +25.4% | -9.4% | +11.0% |
| 3Y | +199.8% | +89.2% | +110.5% | +159.1% |
| All | +199.8% | +90.8% | +108.9% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling