+6.7%
NI vs GD
+13.1%
-6.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | +2.0% | -5.3% | +7.3% | +2.7% |
| 30D | -3.5% | -6.4% | +2.9% | -2.8% |
| 3M | -9.1% | +5.7% | -14.8% | -9.7% |
| 6M | -11.8% | -0.9% | -10.9% | -11.1% |
| YTD | +1.1% | +8.2% | -7.1% | -0.2% |
| 1Y | +6.7% | +13.4% | -6.7% | +5.0% |
| All | +6.7% | +13.1% | -6.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling