+189.8%
GD vs NTRS
+256.1%
-66.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.6% | +0.2% | -9.8% | -9.7% |
| 3M | +4.3% | +13.2% | -8.9% | -0.6% |
| 6M | +0.5% | +36.9% | -36.4% | -11.3% |
| YTD | +6.6% | +39.1% | -32.5% | -6.7% |
| 1Y | +11.6% | +50.4% | -38.9% | -5.4% |
| 3Y | +72.6% | +166.8% | -94.2% | +13.3% |
| 5Y | +95.2% | +92.9% | +2.3% | +41.4% |
| All | +189.8% | +256.1% | -66.3% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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