+194.3%
NOK vs GNRC
+61.6%
+132.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.9% |
| 7D | +11.0% | -0.2% | +11.2% | +11.1% |
| 30D | +7.8% | -15.7% | +23.6% | +13.2% |
| 3M | -21.0% | -27.3% | +6.3% | -13.4% |
| 6M | +40.9% | -12.1% | +52.9% | +48.7% |
| YTD | +72.0% | +37.1% | +34.9% | +68.3% |
| 1Y | +140.9% | -0.5% | +141.4% | +148.2% |
| 3Y | +194.3% | +61.5% | +132.7% | +179.1% |
| All | +194.3% | +61.6% | +132.7% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling