+244.9%
GS vs NTR
+38.7%
+206.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.3% |
| 7D | +0.9% | +8.1% | -7.2% | -0.1% |
| 30D | -1.6% | +18.8% | -20.3% | -3.8% |
| 3M | -4.5% | +16.2% | -20.7% | -6.4% |
| 6M | +20.9% | +9.8% | +11.1% | +18.4% |
| YTD | +19.9% | +30.9% | -11.0% | +12.8% |
| 1Y | +41.4% | +41.8% | -0.3% | +30.2% |
| All | +244.9% | +38.7% | +206.2% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling