-14.8%
GAP vs NTR
+97.9%
-112.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.5% |
| 30D | +6.2% | +16.8% | -10.6% | -1.8% |
| 3M | -0.7% | +20.7% | -21.4% | -10.2% |
| 6M | -7.1% | +0.5% | -7.7% | -9.5% |
| YTD | -14.1% | +29.2% | -43.3% | -27.6% |
| 1Y | -8.5% | +39.6% | -48.1% | -26.5% |
| 3Y | +115.4% | +37.9% | +77.5% | +66.9% |
| 5Y | +9.8% | +47.1% | -37.2% | -32.6% |
| All | -14.8% | +97.9% | -112.8% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling