+137.6%
NOK vs GGLL
+309.0%
-171.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.6% | +1.6% |
| 7D | +9.3% | -3.9% | +13.2% | +9.8% |
| 30D | +17.9% | -15.4% | +33.2% | +20.0% |
| 3M | -22.3% | -21.9% | -0.4% | -20.5% |
| 6M | +36.4% | +4.5% | +31.9% | +33.8% |
| YTD | +66.3% | -2.4% | +68.7% | +64.1% |
| 1Y | +134.4% | +57.8% | +76.6% | +116.2% |
| 3Y | +186.6% | +227.2% | -40.6% | +124.8% |
| All | +137.6% | +309.0% | -171.4% | +74.6% |
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