-12.7%
NVO vs GFI
+5.1%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.7% |
| 7D | +3.0% | +7.7% | -4.8% | +2.2% |
| 30D | +7.4% | +4.6% | +2.8% | +6.8% |
| 3M | -8.3% | +3.8% | -12.1% | -8.6% |
| 6M | -9.0% | -7.3% | -1.7% | -8.8% |
| YTD | -16.8% | -8.8% | -8.0% | -18.3% |
| 1Y | -12.7% | +4.3% | -17.0% | -16.4% |
| All | -12.7% | +5.1% | -17.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling