+1,271.6%
NVS vs GPC
+1,001.7%
+269.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.0% | -1.3% | +0.2% | -0.7% |
| 30D | +12.5% | -6.0% | +18.5% | +14.3% |
| 3M | +5.2% | -7.6% | +12.8% | +7.4% |
| 6M | +8.2% | +24.2% | -16.1% | +1.7% |
| YTD | +19.8% | +2.7% | +17.1% | +17.4% |
| 1Y | +24.8% | +0.2% | +24.7% | +23.1% |
| 3Y | +90.0% | -0.8% | +90.8% | +84.0% |
| 5Y | +134.3% | +4.4% | +129.8% | +120.0% |
| 10Y | +250.8% | +74.5% | +176.3% | +170.9% |
| All | +1,271.6% | +1,001.7% | +269.9% | +557.3% |
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