+133.4%
NI vs GD
+188.9%
-55.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.1% |
| 7D | +2.0% | -5.3% | +7.3% | +4.3% |
| 30D | -3.5% | -6.4% | +2.9% | -1.0% |
| 3M | -9.1% | +5.7% | -14.8% | -11.5% |
| 6M | -11.8% | -0.9% | -10.9% | -12.0% |
| YTD | +1.1% | +8.2% | -7.1% | -3.2% |
| 1Y | +6.7% | +13.4% | -6.7% | -0.1% |
| 3Y | +71.1% | +68.5% | +2.6% | +30.9% |
| 5Y | +94.3% | +97.2% | -2.8% | +37.0% |
| All | +133.4% | +188.9% | -55.6% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling