+80.7%
NOK vs GGLL
+195.8%
-115.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.5% |
| 7D | -1.4% | +6.3% | -7.8% | -2.1% |
| 30D | -21.0% | -35.1% | +14.1% | -17.3% |
| 3M | -12.6% | -37.7% | +25.1% | -8.3% |
| 6M | -36.2% | -54.1% | +17.9% | -31.0% |
| YTD | +26.4% | -29.4% | +55.9% | +28.8% |
| 1Y | +19.6% | -13.4% | +33.0% | +18.3% |
| 3Y | +152.6% | +158.3% | -5.8% | +101.7% |
| All | +80.7% | +195.8% | -115.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling