+115.1%
NOK vs GDDY
+29.8%
+85.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.6% |
| 7D | +11.0% | -3.2% | +14.2% | +11.2% |
| 30D | +7.8% | +6.8% | +1.0% | +6.7% |
| 3M | -21.0% | +30.5% | -51.5% | -25.5% |
| 6M | +40.9% | +13.3% | +27.6% | +35.5% |
| YTD | +72.0% | -21.0% | +93.0% | +79.8% |
| 1Y | +140.9% | -34.0% | +174.9% | +163.4% |
| 3Y | +194.3% | +33.1% | +161.2% | +140.8% |
| All | +115.1% | +29.8% | +85.4% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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