+115.1%
NOK vs GAP
+8.7%
+106.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.4% |
| 7D | +11.0% | -4.1% | +15.1% | +11.6% |
| 30D | +7.8% | +6.2% | +1.6% | +6.7% |
| 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% | +73.4% |
| 1Y | +140.9% | -8.5% | +149.4% | +139.9% |
| 3Y | +194.3% | +115.4% | +78.9% | +137.8% |
| All | +115.1% | +8.7% | +106.4% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling