-55.4%
GTLB vs NVS
+100.4%
-155.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -6.6% | -15.4% | +8.8% | -3.9% |
| 30D | +13.7% | -12.3% | +26.1% | +16.3% |
| 3M | +52.9% | -7.8% | +60.7% | +54.6% |
| 6M | +88.5% | -13.0% | +101.5% | +92.9% |
| YTD | +23.4% | +2.8% | +20.7% | +19.7% |
| 1Y | -3.8% | +10.6% | -14.5% | -9.2% |
| 3Y | -11.5% | +55.1% | -66.6% | -28.6% |
| All | -55.4% | +100.4% | -155.8% | -69.6% |
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