+133.9%
NOK vs GS
+450.3%
-316.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.2% |
| 7D | +11.0% | +5.1% | +5.9% | +8.4% |
| 30D | -16.0% | +2.4% | -18.5% | -16.6% |
| 3M | -19.8% | -11.5% | -8.3% | -14.6% |
| 6M | -37.1% | -2.5% | -34.6% | -35.4% |
| YTD | +28.0% | +5.5% | +22.5% | +26.0% |
| 1Y | +17.9% | +11.0% | +6.9% | +13.3% |
| 3Y | +152.7% | +200.1% | -47.4% | +48.9% |
| 5Y | +62.3% | +154.7% | -92.4% | +1.7% |
| All | +133.9% | +450.3% | -316.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling