+808.9%
GLD vs NTRS
+570.6%
+238.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +0.9% | -0.7% | +0.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | +3.2% | +8.8% | -5.6% | +3.4% |
| 6M | -14.6% | +34.7% | -49.3% | -14.2% |
| YTD | +1.8% | +37.2% | -35.5% | +2.4% |
| 1Y | +20.7% | +46.3% | -25.6% | +21.6% |
| 3Y | +126.5% | +163.2% | -36.7% | +131.4% |
| 5Y | +140.0% | +86.9% | +53.1% | +143.6% |
| 10Y | +218.2% | +250.9% | -32.7% | +230.2% |
| All | +808.9% | +570.6% | +238.2% | +811.2% |
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