-52.9%
NVO vs GNRC
+61.6%
-114.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.4% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -6.0% | -15.7% | +9.8% | -4.8% |
| 3M | -0.8% | -27.3% | +26.6% | +1.5% |
| 6M | +16.5% | -12.1% | +28.5% | +15.7% |
| YTD | -11.1% | +37.1% | -48.2% | -16.9% |
| 1Y | -16.7% | -0.5% | -16.3% | -19.5% |
| 3Y | -52.9% | +61.5% | -114.4% | -56.2% |
| All | -52.9% | +61.6% | -114.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling