+91.0%
NI vs GD
+54.3%
+36.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -0.9% | -5.0% | +4.0% | 0.0% |
| 30D | +9.6% | +8.9% | +0.7% | +7.9% |
| 3M | +2.5% | -8.0% | +10.5% | +3.9% |
| 6M | -5.8% | +2.9% | -8.7% | -6.5% |
| YTD | +8.6% | +7.1% | +1.5% | +6.7% |
| 1Y | +6.0% | +5.9% | 0.0% | +4.4% |
| 3Y | +91.0% | +53.9% | +37.2% | +67.2% |
| All | +91.0% | +54.3% | +36.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling