+1,796.5%
GS vs NVO
+6,761.8%
-4,965.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +1.7% | +5.3% | -3.7% | +0.2% |
| 3M | -11.6% | -13.6% | +2.1% | -8.2% |
| 6M | -1.9% | -10.5% | +8.6% | +0.2% |
| YTD | +5.1% | -16.0% | +21.1% | +7.4% |
| 1Y | +16.4% | -7.0% | +23.4% | +15.4% |
| 3Y | +199.0% | -56.1% | +255.1% | +246.8% |
| 5Y | +157.4% | -19.0% | +176.4% | +138.4% |
| 10Y | +457.2% | +203.7% | +253.6% | +225.8% |
| All | +1,796.5% | +6,761.8% | -4,965.4% | +456.9% |
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