+816.6%
GLD vs NVO
+2,698.0%
-1,881.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | +4.4% | +6.0% | -1.6% | +4.0% |
| 3M | -1.1% | +7.9% | -9.0% | -1.7% |
| 6M | -13.8% | +27.1% | -40.9% | -15.2% |
| YTD | +2.6% | -3.8% | +6.5% | +2.2% |
| 1Y | +24.5% | -12.8% | +37.4% | +24.6% |
| 3Y | +125.8% | -46.3% | +172.1% | +130.5% |
| 5Y | +137.8% | +3.6% | +134.2% | +127.9% |
| 10Y | +221.4% | +157.0% | +64.3% | +180.7% |
| All | +816.6% | +2,698.0% | -1,881.4% | +420.6% |
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