+116.1%
GD vs NTR
+103.6%
+12.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -3.5% | +3.8% | -7.3% | -4.5% |
| 30D | -9.0% | +25.2% | -34.3% | -14.8% |
| 3M | +5.1% | +21.0% | -15.9% | -0.8% |
| 6M | -1.0% | +7.6% | -8.6% | -4.1% |
| YTD | +7.3% | +32.9% | -25.5% | -2.7% |
| 1Y | +12.4% | +43.1% | -30.6% | -0.8% |
| 3Y | +73.7% | +41.6% | +32.1% | +50.5% |
| 5Y | +93.8% | +54.8% | +39.0% | +49.3% |
| All | +116.1% | +103.6% | +12.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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