+1,682.3%
NOK vs GAP
+573.8%
+1,108.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +7.3% | +1.7% | +5.5% | +6.8% |
| 30D | +13.8% | +9.3% | +4.5% | +10.9% |
| 3M | -27.0% | +6.1% | -33.1% | -28.5% |
| 6M | +37.6% | -2.3% | +39.9% | +35.9% |
| YTD | +64.6% | -10.6% | +75.2% | +64.8% |
| 1Y | +132.0% | -4.4% | +136.5% | +128.1% |
| 3Y | +183.7% | +118.3% | +65.3% | +112.2% |
| 5Y | +101.3% | +12.2% | +89.1% | +65.7% |
| 10Y | +122.4% | +33.7% | +88.7% | +42.1% |
| All | +1,682.3% | +573.8% | +1,108.5% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling