+32,286.5%
NVO vs GAP
+2,145.7%
+30,140.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -0.9% |
| 7D | -4.7% | -3.2% | -1.6% | -4.5% |
| 30D | -5.4% | -0.7% | -4.8% | -5.5% |
| 3M | +7.0% | -0.5% | +7.4% | +6.8% |
| 6M | +17.6% | -5.0% | +22.6% | +17.6% |
| YTD | -8.0% | -14.7% | +6.6% | -7.3% |
| 1Y | -13.8% | -8.6% | -5.2% | -13.8% |
| 3Y | -50.3% | +108.4% | -158.6% | -54.7% |
| 5Y | +0.7% | +5.8% | -5.1% | -5.4% |
| 10Y | +155.6% | +29.6% | +126.0% | +119.5% |
| All | +32,286.5% | +2,145.7% | +30,140.7% | +17,813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling