-16.7%
NVO vs GM
+50.1%
-66.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | -7.6% | -2.4% | -5.1% | -7.3% |
| 30D | -6.0% | -1.1% | -4.9% | -5.9% |
| 3M | -0.8% | +6.1% | -6.9% | -1.5% |
| 6M | +16.5% | +15.0% | +1.5% | +14.0% |
| YTD | -11.1% | +6.0% | -17.1% | -12.0% |
| 1Y | -16.7% | +47.1% | -63.8% | -15.4% |
| All | -16.7% | +50.1% | -66.8% | -15.4% |
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