+1,250.5%
NOK vs GAP
+539.0%
+711.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +5.4% | -1.9% | +7.3% | +5.8% |
| 30D | -14.1% | -7.1% | -7.1% | -12.9% |
| 3M | -23.6% | +4.1% | -27.7% | -24.7% |
| 6M | -45.1% | +1.9% | -47.1% | -46.1% |
| YTD | +24.7% | -15.2% | +39.9% | +26.1% |
| 1Y | +19.0% | -10.6% | +29.7% | +18.6% |
| 3Y | +147.0% | +74.6% | +72.4% | +95.3% |
| 5Y | +58.2% | +3.7% | +54.5% | +32.8% |
| 10Y | +122.3% | +2.4% | +119.9% | +53.8% |
| All | +1,250.5% | +539.0% | +711.5% | +418.9% |
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 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