+240.0%
GM vs NI
+917.6%
-677.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -3.4% | -1.4% | -2.0% | -2.9% |
| 3M | +8.7% | -10.6% | +19.3% | +13.4% |
| 6M | +15.4% | -9.9% | +25.3% | +19.7% |
| YTD | +6.6% | +1.2% | +5.4% | +5.3% |
| 1Y | +51.5% | +4.4% | +47.1% | +47.3% |
| 3Y | +169.3% | +68.6% | +100.7% | +110.8% |
| 5Y | +81.6% | +98.0% | -16.5% | +31.6% |
| 10Y | +240.7% | +143.6% | +97.0% | +117.8% |
| All | +240.0% | +917.6% | -677.6% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling