+170.5%
GM vs NI
+68.9%
+101.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | -1.4% | +0.3% | -0.8% |
| 3M | +6.1% | -10.6% | +16.7% | +8.9% |
| 6M | +15.0% | -9.3% | +24.3% | +17.4% |
| YTD | +6.0% | +1.1% | +4.8% | +4.8% |
| 1Y | +47.1% | +3.4% | +43.7% | +44.2% |
| 3Y | +170.5% | +67.9% | +102.6% | +117.2% |
| All | +170.5% | +68.9% | +101.6% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling