+130.9%
NOK vs GH
+467.1%
-336.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.9% |
| 7D | +11.0% | -2.5% | +13.5% | +11.3% |
| 30D | +7.8% | -4.7% | +12.5% | +8.4% |
| 3M | -21.0% | +20.2% | -41.2% | -22.7% |
| 6M | +40.9% | +78.8% | -37.9% | +31.5% |
| YTD | +72.0% | +54.1% | +17.9% | +62.8% |
| 1Y | +140.9% | +177.1% | -36.2% | +112.1% |
| 3Y | +194.3% | +371.6% | -177.4% | +132.8% |
| 5Y | +112.5% | +21.9% | +90.6% | +83.2% |
| All | +130.9% | +467.1% | -336.3% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling