+194.3%
NOK vs GIS
-37.5%
+231.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.7% |
| 7D | +11.0% | -6.4% | +17.3% | +9.4% |
| 30D | +7.8% | -6.1% | +14.0% | +6.5% |
| 3M | -21.0% | +7.8% | -28.8% | -19.9% |
| 6M | +40.9% | -8.8% | +49.7% | +43.1% |
| YTD | +72.0% | -19.1% | +91.1% | +75.2% |
| 1Y | +140.9% | -24.8% | +165.7% | +147.0% |
| 3Y | +194.3% | -37.6% | +231.8% | +210.6% |
| All | +194.3% | -37.5% | +231.7% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling