+109.4%
GAP vs NTR
+37.3%
+72.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.3% | -1.7% |
| 7D | -6.3% | -2.5% | -3.9% | -6.0% |
| 30D | -0.2% | +17.0% | -17.3% | -2.6% |
| 3M | 0.0% | +22.2% | -22.2% | -3.2% |
| 6M | -8.1% | +5.2% | -13.3% | -9.4% |
| YTD | -16.5% | +29.7% | -46.1% | -22.1% |
| 1Y | -10.5% | +39.4% | -49.9% | -18.3% |
| All | +109.4% | +37.3% | +72.1% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling