+174.9%
NVS vs GFI
+1,093.3%
-918.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -14.3% | -2.7% | -11.6% | -14.1% |
| 30D | -10.0% | +13.2% | -23.2% | -10.7% |
| 3M | -10.9% | +28.5% | -39.4% | -12.4% |
| 6M | -12.0% | -6.2% | -5.8% | -12.1% |
| YTD | +2.5% | +8.7% | -6.2% | +1.3% |
| 1Y | +10.7% | +24.8% | -14.2% | +8.2% |
| 3Y | +53.3% | +298.0% | -244.7% | +39.1% |
| 5Y | +93.6% | +546.0% | -452.4% | +69.6% |
| All | +174.9% | +1,093.3% | -918.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling