+359.0%
GLW vs NOK
+153.4%
+205.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.1% |
| 7D | +15.5% | +11.0% | +4.5% | +10.2% |
| 30D | -19.6% | -16.0% | -3.5% | -12.9% |
| 3M | -28.5% | -19.8% | -8.7% | -20.3% |
| 6M | -39.5% | -37.1% | -2.4% | -25.9% |
| YTD | +37.2% | +28.0% | +9.2% | +44.7% |
| 1Y | +35.4% | +17.9% | +17.5% | +44.3% |
| All | +359.0% | +153.4% | +205.6% | +318.5% |
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 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