+1,578.5%
NOK vs GPC
+1,512.9%
+65.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.4% |
| 30D | +4.7% | +6.0% | -1.3% | +1.4% |
| 3M | -39.7% | +42.6% | -82.3% | -51.6% |
| 6M | +23.1% | +22.8% | +0.3% | +6.3% |
| YTD | +55.0% | +15.5% | +39.6% | +36.0% |
| 1Y | +118.0% | +2.0% | +116.0% | +104.3% |
| 3Y | +170.5% | -1.4% | +171.9% | +145.1% |
| 5Y | +84.9% | +30.6% | +54.3% | +38.3% |
| 10Y | +112.0% | +80.6% | +31.4% | +15.8% |
| All | +1,578.5% | +1,512.9% | +65.6% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling