+489.5%
NVO vs GM
+230.2%
+259.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.0% |
| 7D | -7.6% | -2.4% | -5.1% | -7.2% |
| 30D | -6.0% | -1.1% | -4.9% | -5.8% |
| 3M | -0.8% | +6.1% | -6.9% | -1.9% |
| 6M | +16.5% | +15.0% | +1.5% | +13.5% |
| YTD | -11.1% | +6.0% | -17.1% | -12.4% |
| 1Y | -16.7% | +47.1% | -63.8% | -22.2% |
| 3Y | -52.9% | +170.5% | -223.4% | -60.7% |
| 5Y | -3.0% | +80.5% | -83.5% | -15.3% |
| 10Y | +147.1% | +238.7% | -91.6% | +77.1% |
| All | +489.5% | +230.2% | +259.3% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling