-61.4%
NVD vs GSK
+31.2%
-92.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.0% |
| 7D | -11.1% | -1.8% | -9.3% | -10.8% |
| 30D | -13.3% | -2.2% | -11.1% | -12.9% |
| 3M | -19.8% | -1.8% | -18.0% | -19.4% |
| 6M | -48.8% | -10.6% | -38.2% | -48.3% |
| YTD | -49.7% | +4.4% | -54.1% | -50.5% |
| 1Y | -61.4% | +30.4% | -91.8% | -60.8% |
| All | -61.4% | +31.2% | -92.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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