+211.8%
GLD vs NOK
+131.9%
+79.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.2% |
| 7D | -2.0% | +2.2% | -4.1% | -2.1% |
| 30D | -4.4% | -14.7% | +10.3% | -3.9% |
| 3M | -8.9% | -10.6% | +1.7% | -8.6% |
| 6M | -16.0% | -39.4% | +23.4% | -14.7% |
| YTD | -7.9% | +30.4% | -38.3% | -8.9% |
| 1Y | -3.9% | +22.3% | -26.2% | -4.8% |
| 3Y | +103.4% | +157.6% | -54.2% | +95.7% |
| 5Y | +109.7% | +64.6% | +45.2% | +103.8% |
| 10Y | +211.8% | +132.5% | +79.4% | +199.4% |
| All | +211.8% | +131.9% | +79.9% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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