+140.0%
GLD vs NVO
-0.6%
+140.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +0.1% | -4.7% | +4.9% | +0.3% |
| 30D | +0.2% | -5.4% | +5.6% | +0.4% |
| 3M | +3.2% | +7.0% | -3.8% | +3.0% |
| 6M | -14.6% | +17.6% | -32.2% | -15.0% |
| YTD | +1.8% | -8.0% | +9.8% | +1.3% |
| 1Y | +20.7% | -13.8% | +34.6% | +20.3% |
| 3Y | +126.5% | -50.3% | +176.8% | +127.1% |
| 5Y | +140.0% | +0.7% | +139.4% | +135.4% |
| All | +140.0% | -0.6% | +140.6% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling