+108.2%
NOK vs GTLB
-50.1%
+158.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +11.0% | -5.7% | +16.7% | +11.5% |
| 30D | +7.8% | +15.1% | -7.3% | +6.2% |
| 3M | -21.0% | +65.5% | -86.5% | -25.0% |
| 6M | +40.9% | +102.9% | -62.0% | +30.3% |
| YTD | +72.0% | +25.2% | +46.8% | +66.7% |
| 1Y | +140.9% | -5.5% | +146.4% | +139.7% |
| 3Y | +194.3% | -10.9% | +205.1% | +184.1% |
| All | +108.2% | -50.1% | +158.4% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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