+89.7%
GWW vs NVS
+54.2%
+35.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -14.3% | +10.9% | -1.0% |
| 30D | -1.9% | -10.0% | +8.0% | -0.5% |
| 3M | -2.4% | -10.9% | +8.5% | -0.8% |
| 6M | +15.7% | -12.0% | +27.7% | +17.7% |
| YTD | +27.6% | +2.5% | +25.1% | +26.3% |
| 1Y | +27.2% | +10.7% | +16.5% | +24.1% |
| 3Y | +89.7% | +53.3% | +36.4% | +75.7% |
| All | +89.7% | +54.2% | +35.5% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling