+2,064.0%
GS vs NVO
+7,756.6%
-5,692.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +0.9% | +2.2% | -1.2% | +0.3% |
| 30D | -1.6% | +6.0% | -7.6% | -3.2% |
| 3M | -4.5% | +7.9% | -12.4% | -7.1% |
| 6M | +20.9% | +27.1% | -6.2% | +12.1% |
| YTD | +19.9% | -3.8% | +23.7% | +18.4% |
| 1Y | +41.4% | -12.8% | +54.3% | +42.7% |
| 3Y | +239.2% | -46.3% | +285.5% | +271.2% |
| 5Y | +185.0% | +3.6% | +181.5% | +145.6% |
| 10Y | +655.0% | +157.0% | +497.9% | +368.1% |
| All | +2,064.0% | +7,756.6% | -5,692.5% | +513.8% |
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 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