+36.6%
NOK vs GNRC
+2,020.8%
-1,984.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +12.5% | -15.8% | +28.3% | +17.6% |
| 3M | -20.7% | -24.0% | +3.3% | -14.7% |
| 6M | +36.2% | -13.8% | +49.9% | +42.1% |
| YTD | +64.1% | +33.2% | +30.9% | +53.3% |
| 1Y | +132.4% | -1.8% | +134.2% | +132.0% |
| 3Y | +182.9% | +57.7% | +125.1% | +142.3% |
| 5Y | +102.8% | -59.7% | +162.5% | +128.7% |
| 10Y | +126.8% | +430.7% | -303.9% | +12.9% |
| All | +36.6% | +2,020.8% | -1,984.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling