+96.9%
GLD vs NVO
-54.3%
+151.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | +0.1% |
| 7D | -4.6% | +3.3% | -7.9% | -4.7% |
| 30D | -5.5% | +9.2% | -14.7% | -5.8% |
| 3M | -10.9% | -9.8% | -1.1% | -10.6% |
| 6M | -17.4% | -10.4% | -7.0% | -17.2% |
| YTD | -10.3% | -14.1% | +3.8% | -10.8% |
| 1Y | -7.2% | -11.1% | +3.9% | -7.8% |
| 3Y | +96.9% | -54.9% | +151.9% | +96.0% |
| All | +96.9% | -54.3% | +151.3% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling