-54.9%
NVO vs GD
+58.2%
-113.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.3% | +2.7% | +0.6% | +2.4% |
| 30D | +9.2% | +8.6% | +0.6% | +6.4% |
| 3M | -9.8% | -7.1% | -2.7% | -7.8% |
| 6M | -10.4% | +7.5% | -17.9% | -13.0% |
| YTD | -14.1% | +9.9% | -24.0% | -17.2% |
| 1Y | -11.1% | +7.6% | -18.6% | -13.7% |
| 3Y | -54.9% | +56.2% | -111.1% | -61.0% |
| All | -54.9% | +58.2% | -113.1% | -61.0% |
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