+175.5%
NVS vs GPC
+87.0%
+88.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -15.7% | -1.8% | -13.9% | -15.3% |
| 30D | -11.1% | +0.1% | -11.2% | -11.0% |
| 3M | -7.2% | +37.4% | -44.5% | -13.5% |
| 6M | -12.3% | +25.4% | -37.8% | -16.8% |
| YTD | +2.8% | +12.2% | -9.4% | -0.8% |
| 1Y | +11.9% | -0.3% | +12.3% | +10.8% |
| 3Y | +55.1% | -1.6% | +56.7% | +51.1% |
| 5Y | +94.1% | +31.0% | +63.1% | +74.3% |
| All | +175.5% | +87.0% | +88.5% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling