+138.6%
NOK vs GNRC
+448.8%
-310.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.1% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +7.8% | -15.7% | +23.6% | +12.4% |
| 3M | -21.0% | -27.3% | +6.3% | -14.4% |
| 6M | +40.9% | -12.1% | +52.9% | +46.3% |
| YTD | +72.0% | +37.1% | +34.9% | +61.5% |
| 1Y | +140.9% | -0.5% | +141.4% | +141.0% |
| 3Y | +194.3% | +61.5% | +132.7% | +156.1% |
| 5Y | +112.5% | -58.6% | +171.1% | +139.9% |
| All | +138.6% | +448.8% | -310.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling