-16.7%
NVO vs GFI
+26.4%
-43.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -7.6% | -4.9% | -2.7% | -7.1% |
| 30D | -6.0% | +10.7% | -16.7% | -6.8% |
| 3M | -0.8% | +25.6% | -26.4% | -3.0% |
| 6M | +16.5% | -8.3% | +24.7% | +16.1% |
| YTD | -11.1% | +6.3% | -17.4% | -13.5% |
| 1Y | -16.7% | +22.1% | -38.8% | -19.1% |
| All | -16.7% | +26.4% | -43.2% | -19.1% |
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