+132.5%
NOK vs GPC
+78.6%
+53.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.8% |
| 30D | -14.7% | -4.5% | -10.2% | -13.9% |
| 3M | -10.6% | -7.7% | -2.9% | -9.0% |
| 6M | -39.4% | +24.3% | -63.7% | -44.5% |
| YTD | +30.4% | +3.5% | +27.0% | +25.0% |
| 1Y | +22.3% | +0.7% | +21.6% | +18.2% |
| 3Y | +157.6% | 0.0% | +157.6% | +142.2% |
| 5Y | +64.6% | +5.8% | +58.7% | +50.1% |
| 10Y | +132.5% | +75.8% | +56.7% | +67.2% |
| All | +132.5% | +78.6% | +53.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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