+12.6%
GTLB vs NVS
+37.6%
-25.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.5% |
| 7D | -9.7% | +5.7% | -15.4% | -8.9% |
| 30D | +1.7% | +17.1% | -15.4% | +4.1% |
| 3M | +43.6% | +7.6% | +35.9% | +46.7% |
| 6M | +113.0% | +14.1% | +98.9% | +123.8% |
| YTD | +39.5% | +23.3% | +16.2% | +46.3% |
| 1Y | +12.6% | +36.0% | -23.4% | +20.2% |
| All | +12.6% | +37.6% | -25.0% | +20.2% |
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