+138.9%
GLD vs NOK
+98.3%
+40.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.0% |
| 7D | +0.7% | +7.3% | -6.5% | +0.4% |
| 30D | +0.3% | +13.8% | -13.5% | -0.3% |
| 3M | +0.6% | -27.0% | +27.6% | +1.8% |
| 6M | -15.6% | +37.6% | -53.2% | -16.9% |
| YTD | +0.9% | +64.6% | -63.7% | -1.5% |
| 1Y | +19.4% | +132.0% | -112.6% | +14.2% |
| 3Y | +124.5% | +183.7% | -59.2% | +111.4% |
| 5Y | +138.9% | +101.3% | +37.6% | +126.1% |
| All | +138.9% | +98.3% | +40.7% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling