+19,657.5%
GD vs NTRS
+7,800.3%
+11,857.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -1.0% | +1.4% | -2.3% | -1.3% |
| 30D | -9.7% | -0.7% | -9.1% | -9.6% |
| 3M | -0.4% | +11.3% | -11.7% | -3.4% |
| 6M | +1.5% | +35.5% | -34.0% | -7.1% |
| YTD | +7.1% | +40.6% | -33.5% | -3.1% |
| 1Y | +9.9% | +49.2% | -39.3% | -2.4% |
| 3Y | +74.6% | +167.2% | -92.6% | +29.6% |
| 5Y | +96.1% | +94.9% | +1.1% | +55.3% |
| 10Y | +194.9% | +259.5% | -64.6% | +94.9% |
| All | +19,657.5% | +7,800.3% | +11,857.2% | +7,729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling