+13.4%
NOK vs GS
+1,903.9%
-1,890.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -1.8% | +0.9% | -2.7% | -2.3% |
| 30D | +4.7% | -1.6% | +6.3% | +5.5% |
| 3M | -39.7% | -4.5% | -35.2% | -37.9% |
| 6M | +23.1% | +20.9% | +2.2% | +12.2% |
| YTD | +55.0% | +19.9% | +35.1% | +41.0% |
| 1Y | +118.0% | +41.4% | +76.6% | +81.7% |
| 3Y | +170.5% | +239.2% | -68.7% | +40.1% |
| 5Y | +84.9% | +185.0% | -100.2% | +3.6% |
| 10Y | +112.0% | +655.0% | -543.0% | -33.6% |
| All | +13.4% | +1,903.9% | -1,890.4% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling