+138.6%
NOK vs GSK
+80.1%
+58.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -3.5% | +14.5% | +12.3% |
| 30D | +7.8% | -3.4% | +11.3% | +8.9% |
| 3M | -21.0% | -8.1% | -12.9% | -19.3% |
| 6M | +40.9% | -11.1% | +52.0% | +45.2% |
| YTD | +72.0% | +0.7% | +71.3% | +68.1% |
| 1Y | +140.9% | +20.1% | +120.8% | +117.7% |
| 3Y | +194.3% | +46.1% | +148.1% | +136.4% |
| 5Y | +112.5% | +48.2% | +64.3% | +65.6% |
| All | +138.6% | +80.1% | +58.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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