+1,211.0%
GFI vs NTR
+97.9%
+1,113.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +13.2% | +16.8% | -3.5% | +9.7% |
| 3M | +28.5% | +20.7% | +7.7% | +23.3% |
| 6M | -6.2% | +0.5% | -6.7% | -7.0% |
| YTD | +8.7% | +29.2% | -20.5% | +2.3% |
| 1Y | +24.8% | +39.6% | -14.7% | +15.6% |
| 3Y | +298.0% | +37.9% | +260.2% | +265.4% |
| 5Y | +546.0% | +47.1% | +498.9% | +507.5% |
| All | +1,211.0% | +97.9% | +1,113.0% | +1,150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling