+136.0%
NVO vs GPC
+86.4%
+49.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -7.6% | -3.2% | -4.4% | -7.0% |
| 30D | -6.0% | +0.5% | -6.5% | -6.0% |
| 3M | -0.8% | +31.7% | -32.5% | -5.6% |
| 6M | +16.5% | +24.7% | -8.3% | +11.6% |
| YTD | -11.1% | +11.8% | -22.9% | -13.6% |
| 1Y | -16.7% | -3.0% | -13.8% | -17.0% |
| 3Y | -52.9% | -1.1% | -51.8% | -53.9% |
| 5Y | -3.0% | +30.5% | -33.5% | -10.2% |
| All | +136.0% | +86.4% | +49.6% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling