+10.2%
GEV vs NTR
+6.1%
+4.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -3.0% |
| 7D | -1.9% | -2.5% | +0.6% | -2.1% |
| 30D | -8.7% | +17.0% | -25.7% | -7.1% |
| 3M | +6.6% | +22.2% | -15.6% | +7.9% |
| 6M | +10.2% | +5.2% | +5.0% | +11.7% |
| All | +10.2% | +6.1% | +4.1% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling