+334.0%
GS vs NTR
+81.1%
+252.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +4.3% | +2.0% | +2.3% | +3.5% |
| 3M | -11.7% | +6.4% | -18.1% | -14.0% |
| 6M | -3.2% | +1.6% | -4.8% | -4.5% |
| YTD | +5.8% | +18.2% | -12.4% | -3.6% |
| 1Y | +16.0% | +23.9% | -7.9% | +3.5% |
| 3Y | +199.8% | +44.7% | +155.1% | +143.1% |
| 5Y | +155.5% | +21.3% | +134.2% | +98.1% |
| All | +334.0% | +81.1% | +252.9% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling