+390.8%
GS vs NTR
+103.6%
+287.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +3.4% | +3.8% | -0.5% | +2.0% |
| 30D | +0.2% | +25.2% | -25.0% | -7.8% |
| 3M | -0.3% | +21.0% | -21.3% | -7.4% |
| 6M | +27.4% | +7.6% | +19.8% | +22.0% |
| YTD | +19.6% | +32.9% | -13.2% | +4.8% |
| 1Y | +42.5% | +43.1% | -0.6% | +20.4% |
| 3Y | +240.4% | +41.6% | +198.8% | +181.3% |
| 5Y | +188.9% | +54.8% | +134.1% | +98.3% |
| All | +390.8% | +103.6% | +287.3% | +147.0% |
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