+44.5%
GFS vs NTR
+45.2%
-0.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.5% | +0.5% | +4.0% | +4.6% |
| 30D | -8.2% | +21.7% | -29.9% | -6.7% |
| 3M | -38.9% | +22.8% | -61.6% | -37.8% |
| 6M | -2.9% | +8.2% | -11.1% | -1.9% |
| YTD | +31.8% | +32.9% | -1.1% | +30.2% |
| All | +44.5% | +45.2% | -0.7% | +41.9% |
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