+121.1%
GD vs NTR
+81.1%
+40.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +9.2% | +2.2% | +7.0% | +8.4% |
| 3M | -7.5% | +6.8% | -14.3% | -9.5% |
| 6M | +5.8% | +0.6% | +5.2% | +4.9% |
| YTD | +9.8% | +18.2% | -8.4% | +2.6% |
| 1Y | +5.8% | +21.3% | -15.5% | -2.1% |
| 3Y | +58.0% | +46.6% | +11.4% | +34.4% |
| 5Y | +100.4% | +21.3% | +79.1% | +68.7% |
| All | +121.1% | +81.1% | +40.0% | +43.0% |
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