+1.3%
GFS vs NTRS
+81.2%
-79.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | +3.8% | +1.4% | +2.5% | +3.0% |
| 30D | -11.7% | -0.7% | -11.1% | -11.4% |
| 3M | -41.8% | +11.3% | -53.1% | -45.5% |
| 6M | +6.6% | +35.5% | -28.9% | -11.4% |
| YTD | +34.6% | +40.6% | -5.9% | +8.7% |
| 1Y | +46.2% | +49.2% | -3.1% | +13.9% |
| 3Y | -20.3% | +167.2% | -187.5% | -56.8% |
| All | +1.3% | +81.2% | -79.9% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling