+144.4%
NOK vs GEHC
+6.6%
+137.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.5% |
| 7D | +7.3% | -5.2% | +12.4% | +7.8% |
| 30D | +13.8% | -7.0% | +20.7% | +14.6% |
| 3M | -27.0% | +3.3% | -30.3% | -27.6% |
| 6M | +37.6% | -10.0% | +47.6% | +39.4% |
| YTD | +64.6% | -18.5% | +83.1% | +69.7% |
| 1Y | +132.0% | -14.4% | +146.4% | +136.2% |
| 3Y | +183.7% | +3.4% | +180.2% | +174.2% |
| All | +144.4% | +6.6% | +137.7% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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