+138.6%
NOK vs GPC
+86.4%
+52.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +11.0% | -3.2% | +14.2% | +11.9% |
| 30D | +7.8% | +0.5% | +7.3% | +7.6% |
| 3M | -21.0% | +31.7% | -52.8% | -28.5% |
| 6M | +40.9% | +24.7% | +16.2% | +29.3% |
| YTD | +72.0% | +11.8% | +60.3% | +61.8% |
| 1Y | +140.9% | -3.0% | +143.9% | +137.9% |
| 3Y | +194.3% | -1.1% | +195.4% | +180.7% |
| 5Y | +112.5% | +30.5% | +82.0% | +81.2% |
| All | +138.6% | +86.4% | +52.2% | +73.1% |
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