-0.8%
GFS vs NTRS
+79.3%
-80.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | -9.6% | +0.2% | -9.7% | -9.6% |
| 3M | -38.5% | +13.2% | -51.7% | -43.0% |
| 6M | -1.3% | +36.9% | -38.2% | -18.6% |
| YTD | +31.8% | +39.1% | -7.3% | +7.1% |
| 1Y | +44.6% | +50.4% | -5.9% | +12.1% |
| 3Y | -20.6% | +166.8% | -187.4% | -56.9% |
| All | -0.8% | +79.3% | -80.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling