+38.0%
GEV vs NTRS
+37.4%
+0.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.7% | -3.8% | -5.3% |
| 7D | -13.2% | -0.9% | -12.3% | -12.7% |
| 30D | -25.1% | +1.1% | -26.2% | -25.5% |
| 3M | -24.3% | -6.6% | -17.7% | -21.1% |
| 6M | -29.6% | +7.1% | -36.6% | -30.8% |
| YTD | +18.2% | +27.4% | -9.2% | -1.7% |
| 1Y | +38.0% | +36.5% | +1.5% | +9.1% |
| All | +38.0% | +37.4% | +0.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling