+178.1%
NI vs GD
+185.2%
-7.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.1% |
| 7D | +0.4% | -3.0% | +3.5% | +1.7% |
| 30D | +11.3% | +9.3% | +2.0% | +7.3% |
| 3M | +6.5% | -7.2% | +13.7% | +9.6% |
| 6M | -2.3% | +5.5% | -7.7% | -4.8% |
| YTD | +10.8% | +9.5% | +1.3% | +5.4% |
| 1Y | +6.2% | +6.4% | -0.2% | +2.3% |
| 3Y | +98.7% | +59.8% | +38.8% | +56.1% |
| 5Y | +111.3% | +98.0% | +13.3% | +48.6% |
| 10Y | +178.1% | +177.4% | +0.7% | +70.6% |
| All | +178.1% | +185.2% | -7.1% | +70.6% |
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