-3.4%
GAP vs NTR
+43.1%
-46.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | -4.5% | +8.1% | -12.6% | -4.5% |
| 30D | +9.0% | +18.8% | -9.7% | +8.9% |
| 3M | +5.0% | +16.2% | -11.2% | +4.8% |
| 6M | -17.8% | +9.8% | -27.6% | -18.7% |
| YTD | -10.4% | +30.9% | -41.3% | -14.9% |
| 1Y | -3.4% | +41.8% | -45.1% | -11.8% |
| All | -3.4% | +43.1% | -46.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling