+94.0%
NVS vs GFI
+524.1%
-430.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -14.3% | -4.9% | -9.4% | -14.0% |
| 30D | -10.0% | +10.7% | -20.7% | -10.7% |
| 3M | -10.9% | +25.6% | -36.5% | -12.6% |
| 6M | -12.0% | -8.3% | -3.7% | -12.0% |
| YTD | +2.5% | +6.3% | -3.8% | +1.1% |
| 1Y | +10.7% | +22.1% | -11.4% | +7.7% |
| 3Y | +53.3% | +289.2% | -235.9% | +35.2% |
| All | +94.0% | +524.1% | -430.1% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling