+122.4%
NOK vs GS
+652.7%
-530.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +7.3% | +3.4% | +3.9% | +5.6% |
| 30D | +13.8% | +0.2% | +13.6% | +13.6% |
| 3M | -27.0% | -0.3% | -26.7% | -26.7% |
| 6M | +37.6% | +27.4% | +10.2% | +24.2% |
| YTD | +64.6% | +19.6% | +45.0% | +51.9% |
| 1Y | +132.0% | +42.5% | +89.6% | +97.4% |
| 3Y | +183.7% | +240.4% | -56.8% | +57.1% |
| 5Y | +101.3% | +188.9% | -87.6% | +18.4% |
| 10Y | +122.4% | +642.6% | -520.2% | -18.2% |
| All | +122.4% | +652.7% | -530.3% | -18.2% |
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