+68.1%
NOK vs GM
+223.0%
-154.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +9.3% | -1.1% | +10.5% | +9.7% |
| 30D | +17.9% | -4.6% | +22.4% | +19.5% |
| 3M | -22.3% | +0.2% | -22.5% | -22.7% |
| 6M | +36.4% | +12.6% | +23.8% | +29.7% |
| YTD | +66.3% | +3.7% | +62.6% | +61.6% |
| 1Y | +134.4% | +45.6% | +88.8% | +100.3% |
| 3Y | +186.6% | +162.0% | +24.6% | +89.3% |
| 5Y | +102.7% | +80.5% | +22.2% | +48.6% |
| 10Y | +129.8% | +231.3% | -101.5% | +12.4% |
| All | +68.1% | +223.0% | -154.9% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling