-0.8%
GFS vs NTR
+29.9%
-30.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.8% |
| 30D | -9.6% | +17.0% | -26.6% | -13.2% |
| 3M | -38.5% | +22.2% | -60.7% | -42.0% |
| 6M | -1.3% | +5.2% | -6.5% | -3.8% |
| YTD | +31.8% | +29.7% | +2.1% | +20.0% |
| 1Y | +44.6% | +39.4% | +5.2% | +28.0% |
| 3Y | -20.6% | +38.2% | -58.8% | -30.9% |
| All | -0.8% | +29.9% | -30.7% | -18.4% |
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