+438.8%
GS vs NTRS
+189.6%
+249.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +5.9% | +3.2% | +2.7% | +3.7% |
| 30D | +4.3% | +9.6% | -5.3% | -1.9% |
| 3M | -11.7% | -6.0% | -5.7% | -7.7% |
| 6M | -3.2% | +10.4% | -13.6% | -9.2% |
| YTD | +5.8% | +32.5% | -26.7% | -12.9% |
| 1Y | +16.0% | +41.2% | -25.2% | -8.5% |
| 3Y | +199.8% | +173.4% | +26.4% | +49.6% |
| 5Y | +155.5% | +65.0% | +90.6% | +72.8% |
| All | +438.8% | +189.6% | +249.2% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling