-48.0%
NVO vs GD
+74.3%
-122.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +2.2% | -5.3% | +7.4% | +3.8% |
| 30D | +6.0% | -6.4% | +12.4% | +8.1% |
| 3M | +7.9% | +5.7% | +2.2% | +5.5% |
| 6M | +27.1% | -0.9% | +28.0% | +27.4% |
| YTD | -3.8% | +8.2% | -12.0% | -6.7% |
| 1Y | -12.8% | +13.4% | -26.3% | -16.6% |
| All | -48.0% | +74.3% | -122.2% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling