+1,704.0%
GS vs NVS
+1,018.7%
+685.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.7% |
| 30D | -2.4% | +13.4% | -15.9% | -8.3% |
| 3M | -15.7% | +5.4% | -21.1% | -18.9% |
| 6M | -6.8% | +9.6% | -16.3% | -12.5% |
| YTD | -0.1% | +21.5% | -21.5% | -11.5% |
| 1Y | +12.1% | +32.3% | -20.2% | -5.0% |
| 3Y | +185.8% | +92.9% | +92.8% | +94.0% |
| 5Y | +140.1% | +134.3% | +5.8% | +45.0% |
| 10Y | +505.2% | +272.3% | +233.0% | +184.6% |
| All | +1,704.0% | +1,018.7% | +685.3% | +487.5% |
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