+633.1%
GS vs NTRS
+256.1%
+377.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.8% |
| 7D | -1.7% | +0.3% | -2.1% | -2.0% |
| 30D | -0.9% | +0.2% | -1.1% | -1.1% |
| 3M | +2.3% | +13.2% | -10.9% | -5.9% |
| 6M | +23.4% | +36.9% | -13.5% | -0.8% |
| YTD | +17.7% | +39.1% | -21.4% | -6.5% |
| 1Y | +35.1% | +50.4% | -15.3% | +1.5% |
| 3Y | +234.9% | +166.8% | +68.1% | +67.9% |
| 5Y | +185.3% | +92.9% | +92.4% | +70.9% |
| All | +633.1% | +256.1% | +377.0% | +141.6% |
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