+98.7%
NOK vs GTLB
-49.8%
+148.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +8.7% | -4.1% | +12.8% | +9.1% |
| 30D | +12.5% | +12.3% | +0.2% | +11.1% |
| 3M | -20.7% | +65.9% | -86.7% | -24.8% |
| 6M | +36.2% | +104.0% | -67.8% | +25.9% |
| YTD | +64.1% | +26.0% | +38.1% | +58.9% |
| 1Y | +132.4% | -3.5% | +135.9% | +130.7% |
| 3Y | +182.9% | -9.6% | +192.5% | +172.7% |
| All | +98.7% | -49.8% | +148.5% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling