+123.8%
NOK vs GS
+502.4%
-378.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.6% |
| 7D | -1.4% | +0.8% | -2.3% | -1.7% |
| 30D | -21.0% | +1.2% | -22.3% | -21.1% |
| 3M | -12.6% | -12.4% | -0.2% | -6.5% |
| 6M | -36.2% | -2.3% | -33.9% | -34.5% |
| YTD | +26.4% | +4.6% | +21.8% | +24.9% |
| 1Y | +19.6% | +17.5% | +2.1% | +12.1% |
| 3Y | +152.6% | +202.0% | -49.5% | +48.7% |
| 5Y | +57.3% | +152.4% | -95.1% | -0.8% |
| 10Y | +123.8% | +478.5% | -354.7% | -0.5% |
| All | +123.8% | +502.4% | -378.6% | -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