+115.1%
NOK vs GPN
-44.5%
+159.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -4.3% | +15.3% | +12.1% |
| 30D | +7.8% | 0.0% | +7.8% | +7.6% |
| 3M | -21.0% | +35.8% | -56.8% | -28.1% |
| 6M | +40.9% | +22.0% | +18.9% | +31.5% |
| YTD | +72.0% | +15.2% | +56.8% | +62.3% |
| 1Y | +140.9% | +3.5% | +137.4% | +133.8% |
| 3Y | +194.3% | -26.9% | +221.2% | +211.0% |
| All | +115.1% | -44.5% | +159.6% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling