+700.9%
GLD vs NVO
+2,399.6%
-1,698.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | 0.0% |
| 7D | -4.6% | +3.3% | -7.9% | -4.8% |
| 30D | -5.5% | +9.2% | -14.7% | -6.0% |
| 3M | -10.9% | -9.8% | -1.1% | -10.4% |
| 6M | -17.4% | -10.4% | -7.0% | -17.0% |
| YTD | -10.3% | -14.1% | +3.8% | -10.1% |
| 1Y | -7.2% | -11.1% | +3.9% | -7.2% |
| 3Y | +96.9% | -54.9% | +151.9% | +103.5% |
| 5Y | +103.8% | -17.4% | +121.2% | +98.7% |
| 10Y | +203.5% | +214.4% | -10.9% | +159.4% |
| All | +700.9% | +2,399.6% | -1,698.7% | +358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling