+46.0%
GFI vs NTR
+43.1%
+3.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +3.1% | +8.1% | -5.0% | +1.3% |
| 30D | +27.1% | +18.8% | +8.4% | +22.1% |
| 3M | +21.2% | +16.2% | +4.9% | +16.5% |
| 6M | -4.5% | +9.8% | -14.3% | -9.3% |
| YTD | +11.7% | +30.9% | -19.1% | 0.0% |
| 1Y | +46.0% | +41.8% | +4.3% | +25.7% |
| All | +46.0% | +43.1% | +3.0% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling