+17.7%
GFS vs NTR
+36.7%
-19.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -9.9% | -5.3% |
| 7D | -12.5% | +4.3% | -16.9% | -11.8% |
| 30D | -16.9% | +2.6% | -19.5% | -16.4% |
| 3M | -22.3% | +8.5% | -30.8% | -21.0% |
| 6M | -40.2% | -3.3% | -36.9% | -39.3% |
| YTD | +16.0% | +19.6% | -3.6% | +15.7% |
| 1Y | +17.7% | +37.6% | -19.9% | +15.0% |
| All | +17.7% | +36.7% | -19.0% | +15.0% |
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