-8.5%
GAP vs NTR
+39.1%
-47.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | +6.2% | +16.8% | -10.6% | +6.2% |
| 3M | -0.7% | +20.7% | -21.4% | -0.8% |
| 6M | -7.1% | +0.5% | -7.7% | -7.0% |
| YTD | -14.1% | +29.2% | -43.3% | -18.4% |
| 1Y | -8.5% | +39.6% | -48.1% | -16.5% |
| All | -8.5% | +39.1% | -47.6% | -16.5% |
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