+21.3%
NOK vs GM
+37.1%
-15.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.7% |
| 7D | -10.4% | +12.1% | -22.5% | -10.9% |
| 30D | -19.0% | +15.2% | -34.2% | -19.5% |
| 3M | -16.7% | +4.9% | -21.6% | -17.0% |
| 6M | -37.1% | +22.6% | -59.8% | -38.0% |
| YTD | +27.7% | +14.4% | +13.3% | +24.3% |
| 1Y | +21.3% | +39.4% | -18.1% | +13.0% |
| All | +21.3% | +37.1% | -15.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling