+138.6%
NOK vs GAP
+31.2%
+107.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.5% |
| 7D | +11.0% | -4.1% | +15.1% | +11.5% |
| 30D | +7.8% | +6.2% | +1.6% | +6.8% |
| 3M | -21.0% | -0.7% | -20.3% | -21.3% |
| 6M | +40.9% | -7.1% | +48.0% | +40.9% |
| YTD | +72.0% | -14.1% | +86.1% | +73.2% |
| 1Y | +140.9% | -8.5% | +149.4% | +140.2% |
| 3Y | +194.3% | +115.4% | +78.9% | +151.4% |
| 5Y | +112.5% | +9.8% | +102.7% | +89.6% |
| All | +138.6% | +31.2% | +107.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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