-52.9%
NVO vs GFS
-19.7%
-33.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -7.6% | +3.8% | -11.4% | -7.9% |
| 30D | -6.0% | -11.7% | +5.7% | -5.1% |
| 3M | -0.8% | -41.8% | +41.0% | +3.8% |
| 6M | +16.5% | +6.6% | +9.8% | +11.5% |
| YTD | -11.1% | +34.6% | -45.8% | -17.8% |
| 1Y | -16.7% | +46.2% | -62.9% | -24.0% |
| 3Y | -52.9% | -20.3% | -32.6% | -55.8% |
| All | -52.9% | -19.7% | -33.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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