+37.3%
GS vs NVO
-11.8%
+49.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.4% | -4.7% | +7.2% | +3.2% |
| 30D | -0.1% | -5.4% | +5.4% | +0.8% |
| 3M | +0.2% | +7.0% | -6.8% | -1.8% |
| 6M | +24.8% | +17.6% | +7.2% | +19.9% |
| YTD | +18.8% | -8.0% | +26.8% | +16.4% |
| 1Y | +37.3% | -13.8% | +51.2% | +36.2% |
| All | +37.3% | -11.8% | +49.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling