+119.0%
NI vs GTLB
-49.4%
+168.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | +4.3% | -0.7% | +5.1% | +4.3% |
| 30D | +12.4% | -10.2% | +22.6% | +12.5% |
| 3M | +10.2% | +10.1% | +0.1% | +9.9% |
| 6M | -0.8% | +116.5% | -117.3% | -2.6% |
| YTD | +13.2% | +27.2% | -13.9% | +12.5% |
| 1Y | +10.1% | +8.6% | +1.5% | +9.9% |
| 3Y | +103.1% | +5.6% | +97.5% | +100.9% |
| 5Y | +115.5% | -61.8% | +177.4% | +108.7% |
| All | +119.0% | -49.4% | +168.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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