+89.0%
NVS vs GPC
+0.5%
+88.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.8% | -2.1% | -0.7% | -2.4% |
| 30D | +11.5% | -4.5% | +16.0% | +12.4% |
| 3M | +3.7% | -7.7% | +11.4% | +5.3% |
| 6M | +10.4% | +24.3% | -13.9% | +6.2% |
| YTD | +19.8% | +3.5% | +16.4% | +17.4% |
| 1Y | +26.6% | +0.7% | +25.8% | +24.6% |
| All | +89.0% | +0.5% | +88.5% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling