+31,203.5%
NVO vs GIS
+1,405.4%
+29,798.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -6.4% | -1.2% | -6.2% |
| 30D | -6.0% | -6.1% | +0.1% | -4.7% |
| 3M | -0.8% | +7.8% | -8.6% | -2.7% |
| 6M | +16.5% | -8.8% | +25.2% | +18.5% |
| YTD | -11.1% | -19.1% | +8.0% | -7.6% |
| 1Y | -16.7% | -24.8% | +8.0% | -12.1% |
| 3Y | -52.9% | -37.6% | -15.4% | -48.6% |
| 5Y | -3.0% | -25.4% | +22.5% | +0.3% |
| 10Y | +147.1% | -19.6% | +166.6% | +144.0% |
| All | +31,203.5% | +1,405.4% | +29,798.1% | +15,456.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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