+633.1%
GS vs NVO
+148.4%
+484.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -1.7% | -7.4% | +5.6% | -0.3% |
| 30D | -0.9% | -5.5% | +4.6% | +0.1% |
| 3M | +2.3% | +4.1% | -1.8% | +1.1% |
| 6M | +23.4% | +19.3% | +4.1% | +18.5% |
| YTD | +17.7% | -9.2% | +26.9% | +17.9% |
| 1Y | +35.1% | -15.0% | +50.1% | +36.6% |
| 3Y | +234.9% | -50.9% | +285.8% | +262.2% |
| 5Y | +185.3% | -0.9% | +186.2% | +146.0% |
| All | +633.1% | +148.4% | +484.7% | +413.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling