+110.0%
NOK vs GD
+190.6%
-80.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -10.5% | -5.0% | -5.5% | -8.3% |
| 30D | -27.9% | +8.9% | -36.8% | -30.9% |
| 3M | -18.8% | -8.0% | -10.7% | -15.8% |
| 6M | -41.9% | +2.9% | -44.8% | -43.5% |
| YTD | +18.4% | +7.1% | +11.3% | +12.6% |
| 1Y | +10.9% | +5.9% | +4.9% | +5.8% |
| 3Y | +137.9% | +53.9% | +84.0% | +82.1% |
| 5Y | +47.8% | +95.4% | -47.6% | -3.4% |
| All | +110.0% | +190.6% | -80.5% | +17.1% |
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