+60.7%
NOK vs GD
+99.6%
-38.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.4% | +2.7% | +2.7% | +4.6% |
| 30D | -14.1% | +8.6% | -22.8% | -16.2% |
| 3M | -23.6% | -7.1% | -16.5% | -21.9% |
| 6M | -45.1% | +7.5% | -52.6% | -46.8% |
| YTD | +24.7% | +9.9% | +14.8% | +19.5% |
| 1Y | +19.0% | +7.6% | +11.5% | +14.8% |
| 3Y | +147.0% | +56.2% | +90.8% | +100.9% |
| All | +60.7% | +99.6% | -38.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling