+27.2%
GFS vs NTR
+21.2%
+6.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | -0.3% | +7.7% | +7.3% |
| 30D | -15.3% | +2.0% | -17.2% | -14.8% |
| 3M | -21.1% | +6.4% | -27.5% | -20.1% |
| 6M | -44.5% | +1.6% | -46.1% | -43.6% |
| YTD | +19.2% | +18.2% | +1.0% | +18.9% |
| 1Y | +27.2% | +23.9% | +3.3% | +27.5% |
| All | +27.2% | +21.2% | +6.1% | +27.5% |
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