+123.6%
GD vs NTR
+82.2%
+41.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +9.5% | +5.4% | +4.1% | +7.8% |
| 3M | -5.8% | +7.3% | -13.2% | -8.1% |
| 6M | +7.7% | +2.2% | +5.5% | +6.3% |
| YTD | +11.1% | +18.9% | -7.8% | +3.6% |
| 1Y | +6.1% | +23.7% | -17.6% | -2.4% |
| 3Y | +59.8% | +47.5% | +12.3% | +35.7% |
| 5Y | +104.6% | +22.0% | +82.6% | +72.0% |
| All | +123.6% | +82.2% | +41.4% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling