+114.4%
NI vs GD
+102.3%
+12.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.1% | +1.9% | +1.2% | +2.4% |
| 30D | +11.2% | +9.2% | +1.9% | +7.9% |
| 3M | +9.8% | -7.5% | +17.3% | +12.5% |
| 6M | -1.6% | +5.8% | -7.4% | -3.8% |
| YTD | +12.6% | +9.8% | +2.8% | +8.0% |
| 1Y | +7.8% | +5.8% | +2.0% | +4.9% |
| 3Y | +100.5% | +58.0% | +42.5% | +60.2% |
| 5Y | +114.4% | +100.4% | +14.0% | +47.6% |
| All | +114.4% | +102.3% | +12.1% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling