+21.3%
NOK vs GH
+80.5%
-59.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.2% |
| 7D | -10.4% | -7.7% | -2.7% | -9.7% |
| 30D | -19.0% | -10.0% | -9.1% | -18.6% |
| 3M | -16.7% | +5.5% | -22.2% | -17.2% |
| 6M | -37.1% | +84.9% | -122.0% | -39.2% |
| YTD | +27.7% | +65.0% | -37.4% | +22.8% |
| 1Y | +21.3% | +71.8% | -50.5% | +17.0% |
| All | +21.3% | +80.5% | -59.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling