+121.5%
NOK vs GGLL
+328.7%
-207.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.9% |
| 7D | -1.8% | -4.8% | +3.0% | -1.2% |
| 30D | +4.7% | -13.7% | +18.4% | +6.4% |
| 3M | -39.7% | -21.9% | -17.8% | -38.2% |
| 6M | +23.1% | +11.7% | +11.4% | +19.8% |
| YTD | +55.0% | +2.3% | +52.7% | +52.1% |
| 1Y | +118.0% | +76.2% | +41.9% | +98.3% |
| 3Y | +170.5% | +245.0% | -74.5% | +110.7% |
| All | +121.5% | +328.7% | -207.2% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling