+82.9%
NOK vs GGLL
+217.5%
-134.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.3% |
| 7D | +11.0% | +11.5% | -0.5% | +9.6% |
| 30D | -16.0% | -31.2% | +15.2% | -12.7% |
| 3M | -19.8% | -28.7% | +8.9% | -17.1% |
| 6M | -37.1% | -47.2% | +10.1% | -33.1% |
| YTD | +28.0% | -24.3% | +52.2% | +29.2% |
| 1Y | +17.9% | -12.0% | +29.9% | +16.6% |
| 3Y | +152.7% | +169.6% | -16.9% | +101.2% |
| All | +82.9% | +217.5% | -134.6% | +37.5% |
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