+1,578.5%
NOK vs GSK
+1,132.7%
+445.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.6% |
| 7D | -1.8% | -1.8% | +0.1% | -0.9% |
| 30D | +4.7% | -2.2% | +6.9% | +5.4% |
| 3M | -39.7% | -1.8% | -37.8% | -39.9% |
| 6M | +23.1% | -10.6% | +33.7% | +27.9% |
| YTD | +55.0% | +4.4% | +50.6% | +48.0% |
| 1Y | +118.0% | +30.4% | +87.6% | +84.0% |
| 3Y | +170.5% | +60.1% | +110.4% | +97.5% |
| 5Y | +84.9% | +46.8% | +38.1% | +38.6% |
| 10Y | +112.0% | +79.2% | +32.8% | +39.1% |
| All | +1,578.5% | +1,132.7% | +445.8% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling