+134.6%
GM vs NTR
+97.9%
+36.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -1.3% | -1.2% | -2.0% |
| 30D | -1.1% | +16.8% | -17.9% | -7.3% |
| 3M | +6.1% | +20.7% | -14.6% | -2.3% |
| 6M | +15.0% | +0.5% | +14.4% | +12.6% |
| YTD | +6.0% | +29.2% | -23.2% | -7.9% |
| 1Y | +47.1% | +39.6% | +7.5% | +22.2% |
| 3Y | +170.5% | +37.9% | +132.6% | +118.6% |
| 5Y | +80.5% | +47.1% | +33.4% | +21.7% |
| All | +134.6% | +97.9% | +36.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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