+109.1%
GLD vs NOK
+149.0%
-39.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.5% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | -1.3% | -21.0% | +19.7% | -0.1% |
| 3M | -4.8% | -12.6% | +7.9% | -4.1% |
| 6M | -12.5% | -36.2% | +23.7% | -10.7% |
| YTD | -4.2% | +26.4% | -30.7% | -4.7% |
| 1Y | +3.0% | +19.6% | -16.5% | +2.8% |
| 3Y | +109.1% | +152.6% | -43.4% | +98.1% |
| All | +109.1% | +149.0% | -39.8% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling