-15.4%
GAP vs NTR
+103.7%
-119.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | -0.7% | +21.7% | -22.4% | -10.1% |
| 3M | -0.5% | +22.8% | -23.2% | -10.7% |
| 6M | -5.0% | +8.2% | -13.2% | -10.8% |
| YTD | -14.7% | +32.9% | -47.6% | -29.1% |
| 1Y | -8.6% | +45.3% | -54.0% | -28.1% |
| 3Y | +108.4% | +41.7% | +66.7% | +59.4% |
| 5Y | +5.8% | +49.8% | -44.0% | -35.4% |
| All | -15.4% | +103.7% | -119.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling