+75.8%
GM vs NTRS
+93.2%
-17.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | -2.4% | +1.4% | -3.8% | -3.2% |
| 30D | -1.1% | -0.7% | -0.5% | -0.8% |
| 3M | +6.1% | +11.3% | -5.2% | -0.6% |
| 6M | +15.0% | +35.5% | -20.6% | -4.4% |
| YTD | +6.0% | +40.6% | -34.6% | -14.1% |
| 1Y | +47.1% | +49.2% | -2.1% | +14.7% |
| 3Y | +170.5% | +167.2% | +3.3% | +41.5% |
| All | +75.8% | +93.2% | -17.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling