+5,059.0%
NI vs GD
+20,186.5%
-15,127.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | +2.0% | -5.3% | +7.3% | +3.4% |
| 30D | -3.5% | -6.4% | +2.9% | -1.9% |
| 3M | -9.1% | +5.7% | -14.8% | -10.6% |
| 6M | -11.8% | -0.9% | -10.9% | -12.0% |
| YTD | +1.1% | +8.2% | -7.1% | -1.5% |
| 1Y | +6.7% | +13.4% | -6.7% | +2.7% |
| 3Y | +71.1% | +68.5% | +2.6% | +47.5% |
| 5Y | +94.3% | +97.2% | -2.8% | +60.8% |
| 10Y | +135.8% | +190.2% | -54.4% | +75.3% |
| All | +5,059.0% | +20,186.5% | -15,127.6% | +2,847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling