+140.9%
NOK vs GM
+50.1%
+90.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | +11.0% | -2.4% | +13.4% | +11.0% |
| 30D | +7.8% | -1.1% | +9.0% | +7.9% |
| 3M | -21.0% | +6.1% | -27.1% | -21.6% |
| 6M | +40.9% | +15.0% | +25.9% | +40.1% |
| YTD | +72.0% | +6.0% | +66.0% | +70.3% |
| 1Y | +140.9% | +47.1% | +93.8% | +146.1% |
| All | +140.9% | +50.1% | +90.8% | +146.1% |
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