+194.3%
NOK vs GFI
+287.6%
-93.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.9% |
| 7D | +11.0% | -4.9% | +15.8% | +11.5% |
| 30D | +7.8% | +10.7% | -2.9% | +6.6% |
| 3M | -21.0% | +25.6% | -46.6% | -23.4% |
| 6M | +40.9% | -8.3% | +49.1% | +40.7% |
| YTD | +72.0% | +6.3% | +65.7% | +68.5% |
| 1Y | +140.9% | +22.1% | +118.8% | +131.7% |
| 3Y | +194.3% | +289.2% | -94.9% | +145.8% |
| All | +194.3% | +287.6% | -93.4% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling