-7.3%
GLD vs NOK
+17.4%
-24.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.7% |
| 7D | -5.5% | +11.0% | -16.5% | -6.2% |
| 30D | -7.0% | -16.0% | +9.0% | -6.1% |
| 3M | -12.4% | -19.8% | +7.4% | -11.2% |
| 6M | -18.0% | -37.1% | +19.1% | -15.6% |
| YTD | -10.5% | +28.0% | -38.4% | -6.1% |
| All | -7.3% | +17.4% | -24.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling