-45.1%
NOK vs GAP
+0.1%
-45.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | +5.4% | -1.9% | +7.3% | +5.5% |
| 30D | -14.1% | -7.1% | -7.1% | -13.6% |
| 3M | -23.6% | +4.1% | -27.7% | -23.0% |
| 6M | -45.1% | +1.9% | -47.1% | -44.8% |
| All | -45.1% | +0.1% | -45.2% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling