+138.6%
NOK vs GIS
-19.5%
+158.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | +11.0% | -6.4% | +17.3% | +11.6% |
| 30D | +7.8% | -6.1% | +14.0% | +8.3% |
| 3M | -21.0% | +7.8% | -28.8% | -22.2% |
| 6M | +40.9% | -8.8% | +49.7% | +42.2% |
| YTD | +72.0% | -19.1% | +91.1% | +76.9% |
| 1Y | +140.9% | -24.8% | +165.7% | +150.8% |
| 3Y | +194.3% | -37.6% | +231.8% | +215.7% |
| 5Y | +112.5% | -25.4% | +138.0% | +115.0% |
| All | +138.6% | -19.5% | +158.1% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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