+102.8%
NOK vs GSK
+47.2%
+55.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +8.7% | -5.4% | +14.1% | +9.9% |
| 30D | +12.5% | -4.6% | +17.1% | +13.4% |
| 3M | -20.7% | -5.1% | -15.6% | -20.4% |
| 6M | +36.2% | -11.4% | +47.6% | +39.1% |
| YTD | +64.1% | +0.7% | +63.4% | +61.5% |
| 1Y | +132.4% | +23.0% | +109.4% | +114.9% |
| 3Y | +182.9% | +48.0% | +134.9% | +139.9% |
| 5Y | +102.8% | +48.2% | +54.6% | +66.5% |
| All | +102.8% | +47.2% | +55.5% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling