+232.7%
GLW vs NVO
-17.6%
+250.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.4% |
| 7D | +7.7% | +3.3% | +4.5% | +7.6% |
| 30D | -18.8% | +9.2% | -28.0% | -19.0% |
| 3M | -27.7% | -9.8% | -18.0% | -27.5% |
| 6M | -44.4% | -10.4% | -34.0% | -44.4% |
| YTD | +31.3% | -14.1% | +45.4% | +30.5% |
| 1Y | +40.0% | -11.1% | +51.1% | +38.8% |
| 3Y | +339.2% | -54.9% | +394.2% | +351.6% |
| All | +232.7% | -17.6% | +250.4% | +192.7% |
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