+17.7%
GFS vs NTRS
+43.5%
-25.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.1% | -7.6% |
| 7D | -12.5% | +3.6% | -16.1% | -14.2% |
| 30D | -16.9% | +4.3% | -21.2% | -18.8% |
| 3M | -22.3% | -1.9% | -20.3% | -21.2% |
| 6M | -40.2% | +11.4% | -51.7% | -42.7% |
| YTD | +16.0% | +32.3% | -16.3% | +0.9% |
| 1Y | +17.7% | +42.5% | -24.9% | -1.3% |
| All | +17.7% | +43.5% | -25.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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