+123.8%
NOK vs GD
+185.2%
-61.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.7% |
| 7D | -1.4% | -3.0% | +1.6% | +0.1% |
| 30D | -21.0% | +9.3% | -30.3% | -24.4% |
| 3M | -12.6% | -7.2% | -5.4% | -9.7% |
| 6M | -36.2% | +5.5% | -41.6% | -38.6% |
| YTD | +26.4% | +9.5% | +16.9% | +19.0% |
| 1Y | +19.6% | +6.4% | +13.2% | +14.0% |
| 3Y | +152.6% | +59.8% | +92.7% | +89.3% |
| 5Y | +57.3% | +98.0% | -40.7% | +2.0% |
| 10Y | +123.8% | +177.4% | -53.6% | +18.3% |
| All | +123.8% | +185.2% | -61.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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