+1,269.4%
NVS vs GPC
+1,138.4%
+131.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +4.0% | +1.2% | +2.8% | +3.7% |
| 30D | +3.6% | +6.0% | -2.4% | +2.0% |
| 3M | +7.8% | +42.6% | -34.8% | -2.2% |
| 6M | -0.2% | +22.8% | -22.9% | -6.0% |
| YTD | +19.6% | +15.5% | +4.1% | +13.7% |
| 1Y | +28.4% | +2.0% | +26.3% | +26.0% |
| 3Y | +76.2% | -1.4% | +77.6% | +70.7% |
| 5Y | +111.1% | +30.6% | +80.5% | +86.4% |
| 10Y | +224.3% | +80.6% | +143.6% | +148.6% |
| All | +1,269.4% | +1,138.4% | +131.0% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling