+289.2%
GFI vs NTRS
+168.2%
+121.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | +10.7% | -0.7% | +11.4% | +10.8% |
| 3M | +25.6% | +11.3% | +14.3% | +23.2% |
| 6M | -8.3% | +35.5% | -43.8% | -12.9% |
| YTD | +6.3% | +40.6% | -34.3% | +0.6% |
| 1Y | +22.1% | +49.2% | -27.1% | +14.7% |
| 3Y | +289.2% | +167.2% | +122.0% | +198.3% |
| All | +289.2% | +168.2% | +121.0% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling