+1,762.6%
NOK vs GFI
+619.9%
+1,142.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.9% |
| 7D | +11.0% | -4.9% | +15.8% | +11.3% |
| 30D | +7.8% | +10.7% | -2.9% | +7.0% |
| 3M | -21.0% | +25.6% | -46.6% | -22.4% |
| 6M | +40.9% | -8.3% | +49.1% | +41.0% |
| YTD | +72.0% | +6.3% | +65.7% | +70.0% |
| 1Y | +140.9% | +22.1% | +118.8% | +135.3% |
| 3Y | +194.3% | +289.2% | -94.9% | +162.7% |
| 5Y | +112.5% | +531.7% | -419.1% | +80.9% |
| 10Y | +137.7% | +1,043.8% | -906.1% | +85.9% |
| All | +1,762.6% | +619.9% | +1,142.7% | +1,357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling