+1,181.9%
GFI vs NTR
+97.9%
+1,083.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | +10.7% | +16.8% | -6.0% | +7.3% |
| 3M | +25.6% | +20.7% | +4.9% | +20.6% |
| 6M | -8.3% | +0.5% | -8.8% | -9.0% |
| YTD | +6.3% | +29.2% | -22.9% | +0.1% |
| 1Y | +22.1% | +39.6% | -17.5% | +13.0% |
| 3Y | +289.2% | +37.9% | +251.3% | +257.3% |
| 5Y | +531.7% | +47.1% | +484.6% | +494.0% |
| All | +1,181.9% | +97.9% | +1,083.9% | +1,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling