+438.8%
GS vs NVO
+220.4%
+218.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | +5.9% | +3.3% | +2.6% | +5.2% |
| 30D | +4.3% | +9.2% | -4.9% | +2.6% |
| 3M | -11.7% | -9.8% | -1.9% | -10.1% |
| 6M | -3.2% | -10.4% | +7.3% | -1.8% |
| YTD | +5.8% | -14.1% | +19.9% | +6.9% |
| 1Y | +16.0% | -11.1% | +27.1% | +16.3% |
| 3Y | +199.8% | -54.9% | +254.7% | +230.8% |
| 5Y | +155.5% | -17.4% | +173.0% | +129.9% |
| All | +438.8% | +220.4% | +218.4% | +226.8% |
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