+1,682.3%
NOK vs GIS
+826.5%
+855.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.6% |
| 7D | +7.3% | -8.3% | +15.5% | +9.8% |
| 30D | +13.8% | +2.2% | +11.6% | +12.8% |
| 3M | -27.0% | +15.7% | -42.7% | -31.1% |
| 6M | +37.6% | -12.0% | +49.6% | +40.8% |
| YTD | +64.6% | -15.0% | +79.6% | +69.4% |
| 1Y | +132.0% | -20.1% | +152.1% | +143.0% |
| 3Y | +183.7% | -34.6% | +218.3% | +213.1% |
| 5Y | +101.3% | -22.8% | +124.1% | +104.8% |
| 10Y | +122.4% | -18.5% | +140.9% | +115.0% |
| All | +1,682.3% | +826.5% | +855.8% | +711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling