+136.0%
NVO vs GPN
+28.5%
+107.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -4.3% | -3.3% | -6.7% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -0.8% | +35.8% | -36.6% | -7.5% |
| 6M | +16.5% | +22.0% | -5.5% | +10.8% |
| YTD | -11.1% | +15.2% | -26.3% | -14.5% |
| 1Y | -16.7% | +3.5% | -20.2% | -18.1% |
| 3Y | -52.9% | -26.9% | -26.0% | -51.4% |
| 5Y | -3.0% | -44.2% | +41.2% | +3.3% |
| All | +136.0% | +28.5% | +107.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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