-8.2%
NVO vs GPC
+6.5%
-14.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.2% | +4.5% |
| 7D | +10.2% | +4.1% | +6.0% | +9.1% |
| 30D | +12.4% | +0.1% | +12.2% | +12.1% |
| 3M | -3.5% | -3.9% | +0.4% | -2.6% |
| 6M | -3.8% | +24.4% | -28.2% | -8.8% |
| YTD | -13.0% | +5.7% | -18.6% | -22.8% |
| 1Y | -8.2% | +6.8% | -15.0% | -20.5% |
| All | -8.2% | +6.5% | -14.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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