+194.3%
NOK vs GPN
-27.6%
+221.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -4.6% | +15.6% | +11.8% |
| 30D | +7.8% | -0.3% | +8.1% | +7.7% |
| 3M | -21.0% | +35.4% | -56.4% | -26.1% |
| 6M | +40.9% | +21.7% | +19.2% | +34.2% |
| YTD | +72.0% | +14.9% | +57.1% | +65.2% |
| 1Y | +140.9% | +3.2% | +137.7% | +136.3% |
| 3Y | +194.3% | -27.1% | +221.4% | +201.1% |
| All | +194.3% | -27.6% | +221.9% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling