-44.6%
NOK vs GPN
+2,494.6%
-2,539.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.9% |
| 7D | +8.7% | -3.5% | +12.2% | +10.0% |
| 30D | +12.5% | +3.1% | +9.4% | +11.0% |
| 3M | -20.7% | +42.3% | -63.0% | -31.6% |
| 6M | +36.2% | +20.9% | +15.3% | +24.1% |
| YTD | +64.1% | +15.2% | +48.9% | +51.0% |
| 1Y | +132.4% | +5.4% | +126.9% | +119.8% |
| 3Y | +182.9% | -27.4% | +210.3% | +196.5% |
| 5Y | +102.8% | -44.2% | +147.0% | +127.9% |
| 10Y | +126.8% | +27.4% | +99.5% | +67.8% |
| All | -44.6% | +2,494.6% | -2,539.3% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling