+5,476.5%
NI vs GD
+20,112.4%
-14,635.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.3% |
| 7D | 0.0% | -3.9% | +3.9% | +1.0% |
| 30D | +10.0% | +8.1% | +1.9% | +7.8% |
| 3M | +4.3% | -6.8% | +11.0% | +6.0% |
| 6M | -6.5% | +3.0% | -9.5% | -7.5% |
| YTD | +9.3% | +7.8% | +1.5% | +6.6% |
| 1Y | +6.4% | +5.8% | +0.6% | +4.3% |
| 3Y | +89.1% | +55.3% | +33.8% | +66.5% |
| 5Y | +106.1% | +96.7% | +9.4% | +70.7% |
| 10Y | +178.5% | +195.4% | -16.9% | +106.2% |
| All | +5,476.5% | +20,112.4% | -14,635.9% | +3,087.8% |
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