+140.9%
NOK vs GSK
+21.8%
+119.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -3.5% | +14.5% | +10.5% |
| 30D | +7.8% | -3.4% | +11.3% | +7.4% |
| 3M | -21.0% | -8.1% | -12.9% | -21.3% |
| 6M | +40.9% | -11.1% | +52.0% | +41.9% |
| YTD | +72.0% | +0.7% | +71.3% | +72.0% |
| 1Y | +140.9% | +20.1% | +120.8% | +140.1% |
| All | +140.9% | +21.8% | +119.1% | +140.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling