+18.2%
GLD vs NVO
-14.8%
+33.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -3.4% | -7.4% | +4.0% | -3.1% |
| 30D | -1.1% | -5.5% | +4.4% | -0.9% |
| 3M | +5.8% | +4.1% | +1.7% | +5.7% |
| 6M | -17.1% | +19.3% | -36.4% | -17.3% |
| YTD | 0.0% | -9.2% | +9.2% | -3.6% |
| 1Y | +18.2% | -15.0% | +33.2% | +16.1% |
| All | +18.2% | -14.8% | +33.0% | +16.1% |
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