-23.5%
GFS vs NTR
+40.7%
-64.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.6% | +3.8% | -1.2% | +2.0% |
| 30D | -16.4% | +25.2% | -41.6% | -19.4% |
| 3M | -41.6% | +21.0% | -62.6% | -43.5% |
| 6M | -3.7% | +7.6% | -11.3% | -5.3% |
| YTD | +29.3% | +32.9% | -3.5% | +19.6% |
| 1Y | +37.1% | +43.1% | -5.9% | +23.6% |
| All | -23.5% | +40.7% | -64.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling