+123.7%
NOK vs GS
+475.4%
-351.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | -2.7% | +1.6% | -4.3% | -3.3% |
| 30D | -20.4% | +1.7% | -22.0% | -20.6% |
| 3M | -9.6% | -11.6% | +1.9% | -3.7% |
| 6M | -35.6% | -1.9% | -33.7% | -34.1% |
| YTD | +27.5% | +5.1% | +22.4% | +25.7% |
| 1Y | +18.4% | +16.4% | +1.9% | +11.4% |
| 3Y | +151.8% | +199.0% | -47.1% | +48.9% |
| 5Y | +61.1% | +157.4% | -96.3% | +0.7% |
| 10Y | +123.7% | +457.2% | -333.5% | +0.5% |
| All | +123.7% | +475.4% | -351.7% | +0.5% |
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