+2,107.8%
GAP vs NTRS
+7,800.3%
-5,692.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.8% |
| 30D | +6.2% | -0.7% | +6.9% | +6.6% |
| 3M | -0.7% | +11.3% | -12.0% | -6.1% |
| 6M | -7.1% | +35.5% | -42.7% | -20.5% |
| YTD | -14.1% | +40.6% | -54.7% | -27.8% |
| 1Y | -8.5% | +49.2% | -57.7% | -25.4% |
| 3Y | +115.4% | +167.2% | -51.9% | +31.8% |
| 5Y | +9.8% | +94.9% | -85.1% | -21.6% |
| 10Y | +30.6% | +259.5% | -228.9% | -26.4% |
| All | +2,107.8% | +7,800.3% | -5,692.5% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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