+238.0%
GM vs NTRS
+458.7%
-220.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.3% |
| 7D | -2.4% | +1.4% | -3.8% | -3.3% |
| 30D | -1.1% | -0.7% | -0.5% | -0.8% |
| 3M | +6.1% | +11.3% | -5.2% | -1.5% |
| 6M | +15.0% | +35.5% | -20.6% | -6.6% |
| YTD | +6.0% | +40.6% | -34.6% | -16.4% |
| 1Y | +47.1% | +49.2% | -2.1% | +11.2% |
| 3Y | +170.5% | +167.2% | +3.3% | +33.5% |
| 5Y | +80.5% | +94.9% | -14.4% | +8.0% |
| 10Y | +238.7% | +259.5% | -20.8% | +25.4% |
| All | +238.0% | +458.7% | -220.6% | -21.2% |
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