+60.7%
NOK vs GS
+154.8%
-94.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | +5.4% | +5.9% | -0.5% | +2.1% |
| 30D | -14.1% | +4.3% | -18.5% | -15.7% |
| 3M | -23.6% | -11.7% | -11.9% | -17.9% |
| 6M | -45.1% | -3.2% | -42.0% | -43.2% |
| YTD | +24.7% | +5.8% | +18.9% | +22.8% |
| 1Y | +19.0% | +16.0% | +3.0% | +11.8% |
| 3Y | +147.0% | +199.8% | -52.7% | +27.2% |
| All | +60.7% | +154.8% | -94.1% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling