+2,064.0%
GS vs NVS
+1,001.1%
+1,063.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | +0.9% | +4.0% | -3.1% | -1.2% |
| 30D | -1.6% | +3.6% | -5.2% | -3.6% |
| 3M | -4.5% | +7.8% | -12.3% | -8.8% |
| 6M | +20.9% | -0.2% | +21.1% | +19.9% |
| YTD | +19.9% | +19.6% | +0.3% | +8.0% |
| 1Y | +41.4% | +28.4% | +13.0% | +22.3% |
| 3Y | +239.2% | +76.2% | +163.0% | +143.4% |
| 5Y | +185.0% | +111.1% | +74.0% | +83.4% |
| 10Y | +655.0% | +224.3% | +430.7% | +283.9% |
| All | +2,064.0% | +1,001.1% | +1,063.0% | +616.4% |
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