+1,285.7%
NOK vs GPC
+1,334.9%
-49.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +11.0% | -1.3% | +12.3% | +11.8% |
| 30D | -16.0% | -6.0% | -10.0% | -13.7% |
| 3M | -19.8% | -7.6% | -12.1% | -17.1% |
| 6M | -37.1% | +24.2% | -61.4% | -46.3% |
| YTD | +28.0% | +2.7% | +25.3% | +18.4% |
| 1Y | +17.9% | +0.2% | +17.8% | +10.5% |
| 3Y | +152.7% | -0.8% | +153.5% | +125.1% |
| 5Y | +62.3% | +4.4% | +57.8% | +37.0% |
| 10Y | +128.1% | +74.5% | +53.6% | +24.2% |
| All | +1,285.7% | +1,334.9% | -49.2% | +107.0% |
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