+103.7%
NOK vs GFS
-3.9%
+107.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.3% |
| 7D | +7.3% | +2.6% | +4.6% | +6.5% |
| 30D | +13.8% | -16.4% | +30.2% | +19.5% |
| 3M | -27.0% | -41.6% | +14.6% | -15.6% |
| 6M | +37.6% | -3.7% | +41.3% | +43.5% |
| YTD | +64.6% | +29.3% | +35.3% | +60.9% |
| 1Y | +132.0% | +37.1% | +94.9% | +122.9% |
| 3Y | +183.7% | -22.1% | +205.8% | +197.4% |
| All | +103.7% | -3.9% | +107.7% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling