+55.3%
NVS vs GPC
-2.2%
+57.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -13.4% |
| 7D | -14.6% | +0.2% | -14.8% | -14.5% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -6.0% | +39.2% | -45.1% | -11.2% |
| 6M | -11.4% | +18.2% | -29.6% | -14.3% |
| YTD | +2.9% | +12.1% | -9.2% | -0.4% |
| 1Y | +10.2% | -0.7% | +10.9% | +8.8% |
| 3Y | +55.3% | -1.7% | +57.0% | +50.1% |
| All | +55.3% | -2.2% | +57.5% | +50.1% |
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