+31,203.5%
NVO vs GFI
+650.5%
+30,553.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.1% |
| 7D | -7.6% | -4.9% | -2.7% | -7.3% |
| 30D | -6.0% | +10.7% | -16.7% | -6.5% |
| 3M | -0.8% | +25.6% | -26.4% | -2.1% |
| 6M | +16.5% | -8.3% | +24.7% | +16.5% |
| YTD | -11.1% | +6.3% | -17.4% | -12.0% |
| 1Y | -16.7% | +22.1% | -38.8% | -18.3% |
| 3Y | -52.9% | +289.2% | -342.1% | -56.9% |
| 5Y | -3.0% | +531.7% | -534.6% | -14.4% |
| 10Y | +147.1% | +1,043.8% | -896.7% | +104.3% |
| All | +31,203.5% | +650.5% | +30,553.0% | +24,619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling