+115.1%
NOK vs GILD
+142.1%
-27.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +11.0% | -4.8% | +15.8% | +12.0% |
| 30D | +7.8% | +5.8% | +2.1% | +6.4% |
| 3M | -21.0% | +14.9% | -35.9% | -23.9% |
| 6M | +40.9% | -0.4% | +41.2% | +40.7% |
| YTD | +72.0% | +18.5% | +53.5% | +65.3% |
| 1Y | +140.9% | +25.1% | +115.8% | +127.8% |
| 3Y | +194.3% | +105.9% | +88.4% | +140.9% |
| All | +115.1% | +142.1% | -27.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 5y: compounded portfolio wealth divided by compounded GILD 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…
5y analysis · Full analysis span regression · 6 months rolling