+36.0%
NVS vs GPC
+6.5%
+29.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.2% |
| 7D | +5.7% | +4.1% | +1.6% | +4.8% |
| 30D | +17.1% | +0.1% | +16.9% | +16.9% |
| 3M | +7.6% | -3.9% | +11.5% | +8.7% |
| 6M | +14.1% | +24.4% | -10.3% | +10.1% |
| YTD | +23.3% | +5.7% | +17.6% | +15.4% |
| 1Y | +36.0% | +6.8% | +29.2% | +24.5% |
| All | +36.0% | +6.5% | +29.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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