+99.3%
NOK vs GTLB
-50.0%
+149.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.6% | +6.7% |
| 7D | +7.3% | +4.6% | +2.7% | +6.7% |
| 30D | +13.8% | +21.0% | -7.2% | +11.5% |
| 3M | -27.0% | +51.7% | -78.7% | -30.1% |
| 6M | +37.6% | +89.3% | -51.7% | +28.2% |
| YTD | +64.6% | +25.6% | +39.0% | +59.5% |
| 1Y | +132.0% | -1.5% | +133.6% | +129.9% |
| 3Y | +183.7% | -9.9% | +193.6% | +173.6% |
| All | +99.3% | -50.0% | +149.2% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling