-7.8%
GFS vs NTR
+18.4%
-26.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +17.2% | -1.4% | +18.6% | +17.6% |
| 30D | -8.7% | +2.2% | -10.9% | -9.4% |
| 3M | -19.7% | +6.8% | -26.5% | -21.4% |
| 6M | -40.7% | +0.6% | -41.3% | -41.3% |
| YTD | +22.5% | +18.2% | +4.3% | +13.8% |
| 1Y | +25.2% | +21.3% | +3.9% | +15.1% |
| 3Y | -17.7% | +46.6% | -64.3% | -30.5% |
| 5Y | -23.5% | +21.3% | -44.8% | -35.9% |
| All | -7.8% | +18.4% | -26.1% | -22.6% |
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