+155.6%
NVO vs GD
+188.9%
-33.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -4.7% | -3.1% | -1.6% | -3.9% |
| 30D | -5.4% | -10.9% | +5.5% | -2.4% |
| 3M | +7.0% | +2.5% | +4.5% | +6.0% |
| 6M | +17.6% | -1.7% | +19.3% | +17.8% |
| YTD | -8.0% | +6.1% | -14.2% | -10.0% |
| 1Y | -13.8% | +11.7% | -25.5% | -16.9% |
| 3Y | -50.3% | +71.8% | -122.0% | -57.7% |
| 5Y | +0.7% | +92.2% | -91.5% | -17.8% |
| 10Y | +155.6% | +192.2% | -36.6% | +87.5% |
| All | +155.6% | +188.9% | -33.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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