-1.7%
NVO vs GTLB
-49.8%
+48.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -7.4% | -4.1% | -3.3% | -7.1% |
| 30D | -5.5% | +12.3% | -17.8% | -6.3% |
| 3M | +4.1% | +65.9% | -61.8% | +0.3% |
| 6M | +19.3% | +104.0% | -84.6% | +12.8% |
| YTD | -9.2% | +26.0% | -35.2% | -11.5% |
| 1Y | -15.0% | -3.5% | -11.5% | -16.1% |
| 3Y | -50.9% | -9.6% | -41.2% | -52.1% |
| All | -1.7% | -49.8% | +48.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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