-12.8%
NVO vs GM
+53.0%
-65.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +2.2% | +1.9% | +0.2% | +2.0% |
| 30D | +6.0% | -1.4% | +7.4% | +6.1% |
| 3M | +7.9% | +5.9% | +2.0% | +7.0% |
| 6M | +27.1% | +12.4% | +14.7% | +24.7% |
| YTD | -3.8% | +8.6% | -12.5% | -5.0% |
| 1Y | -12.8% | +52.6% | -65.5% | -12.2% |
| All | -12.8% | +53.0% | -65.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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