+430.7%
NVS vs GNRC
+2,082.9%
-1,652.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.5% |
| 7D | -14.3% | -0.2% | -14.1% | -14.3% |
| 30D | -10.0% | -15.7% | +5.8% | -8.5% |
| 3M | -10.9% | -27.3% | +16.4% | -8.5% |
| 6M | -12.0% | -12.1% | +0.1% | -11.8% |
| YTD | +2.5% | +37.1% | -34.6% | -2.2% |
| 1Y | +10.7% | -0.5% | +11.1% | +8.8% |
| 3Y | +53.3% | +61.5% | -8.2% | +40.4% |
| 5Y | +93.6% | -58.6% | +152.2% | +101.3% |
| 10Y | +180.6% | +446.3% | -265.7% | +94.9% |
| All | +430.7% | +2,082.9% | -1,652.3% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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