+184.5%
NOK vs GSK
+48.7%
+135.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +9.3% | -3.6% | +12.9% | +9.7% |
| 30D | +17.9% | -5.9% | +23.8% | +18.5% |
| 3M | -22.3% | -4.3% | -18.1% | -22.2% |
| 6M | +36.4% | -10.8% | +47.2% | +38.3% |
| YTD | +66.3% | +1.8% | +64.5% | +64.3% |
| 1Y | +134.4% | +23.5% | +110.9% | +122.0% |
| All | +184.5% | +48.7% | +135.8% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling