-54.8%
GTLB vs NVS
+99.9%
-154.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -5.7% | -14.3% | +8.6% | -3.1% |
| 30D | +15.1% | -10.0% | +25.1% | +17.2% |
| 3M | +65.5% | -10.9% | +76.3% | +68.5% |
| 6M | +102.9% | -12.0% | +114.9% | +106.9% |
| YTD | +25.2% | +2.5% | +22.7% | +21.5% |
| 1Y | -5.5% | +10.7% | -16.2% | -10.9% |
| 3Y | -10.9% | +53.3% | -64.2% | -27.7% |
| All | -54.8% | +99.9% | -154.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling