+136.0%
NVO vs GAP
+31.2%
+104.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.3% |
| 7D | -7.6% | -4.1% | -3.5% | -7.4% |
| 30D | -6.0% | +6.2% | -12.2% | -6.4% |
| 3M | -0.8% | -0.7% | -0.1% | -0.9% |
| 6M | +16.5% | -7.1% | +23.6% | +16.6% |
| YTD | -11.1% | -14.1% | +2.9% | -10.7% |
| 1Y | -16.7% | -8.5% | -8.2% | -16.6% |
| 3Y | -52.9% | +115.4% | -168.3% | -55.0% |
| 5Y | -3.0% | +9.8% | -12.8% | -6.0% |
| All | +136.0% | +31.2% | +104.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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