+4.3%
GFI vs NTRS
+37.4%
-33.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.7% | +4.8% |
| 7D | +7.7% | -0.9% | +8.6% | +8.1% |
| 30D | +4.6% | +1.1% | +3.5% | +3.9% |
| 3M | +3.8% | -6.6% | +10.4% | +6.8% |
| 6M | -7.3% | +7.1% | -14.4% | -10.8% |
| YTD | -8.8% | +27.4% | -36.2% | -23.9% |
| 1Y | +4.3% | +36.5% | -32.2% | -20.2% |
| All | +4.3% | +37.4% | -33.1% | -20.2% |
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