-45.1%
NOK vs GPC
+25.0%
-70.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | +5.4% | +0.4% | +4.9% | +5.5% |
| 30D | -14.1% | -6.3% | -7.9% | -16.3% |
| 3M | -23.6% | -8.2% | -15.4% | -26.1% |
| 6M | -45.1% | +27.1% | -72.2% | -42.9% |
| All | -45.1% | +25.0% | -70.2% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling