+146.6%
NVO vs GH
+486.6%
-340.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -4.7% | -0.2% | -4.6% | -4.7% |
| 30D | -5.4% | -2.6% | -2.8% | -5.3% |
| 3M | +7.0% | +25.1% | -18.1% | +4.6% |
| 6M | +17.6% | +78.5% | -60.9% | +11.3% |
| YTD | -8.0% | +59.4% | -67.4% | -12.1% |
| 1Y | -13.8% | +173.9% | -187.7% | -21.3% |
| 3Y | -50.3% | +382.7% | -433.0% | -57.5% |
| 5Y | +0.7% | +24.4% | -23.8% | -8.0% |
| All | +146.6% | +486.6% | -340.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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