+194.3%
NOK vs GFS
-19.7%
+214.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.1% |
| 7D | +11.0% | +3.8% | +7.1% | +9.7% |
| 30D | +7.8% | -11.7% | +19.6% | +12.1% |
| 3M | -21.0% | -41.8% | +20.8% | -7.4% |
| 6M | +40.9% | +6.6% | +34.2% | +47.5% |
| YTD | +72.0% | +34.6% | +37.4% | +72.3% |
| 1Y | +140.9% | +46.2% | +94.8% | +136.7% |
| 3Y | +194.3% | -20.3% | +214.6% | +212.0% |
| All | +194.3% | -19.7% | +214.0% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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