-22.0%
GFS vs NTRS
+161.8%
-183.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +4.5% | +0.9% | +3.6% | +4.0% |
| 30D | -8.2% | -1.2% | -7.0% | -7.5% |
| 3M | -38.9% | +8.8% | -47.6% | -42.0% |
| 6M | -2.9% | +34.7% | -37.6% | -19.1% |
| YTD | +31.8% | +37.2% | -5.5% | +7.9% |
| 1Y | +43.1% | +46.3% | -3.2% | +12.6% |
| All | -22.0% | +161.8% | -183.8% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling