+2.8%
GLD vs NVO
-7.7%
+10.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +3.5% |
| 7D | -0.3% | +10.2% | -10.4% | -0.7% |
| 30D | -1.9% | +12.4% | -14.2% | -2.3% |
| 3M | -0.4% | -3.5% | +3.1% | -0.2% |
| 6M | -10.2% | -3.8% | -6.4% | -10.0% |
| YTD | -6.0% | -13.0% | +7.0% | -10.3% |
| 1Y | +2.8% | -8.2% | +11.0% | -2.1% |
| All | +2.8% | -7.7% | +10.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 1y: compounded portfolio wealth divided by compounded NVO 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…
1y analysis · Full analysis span regression · 6 months rolling