+163.1%
GH vs NTR
+43.1%
+120.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.2% |
| 7D | -0.1% | +8.1% | -8.2% | +2.4% |
| 30D | -1.1% | +18.8% | -19.8% | +4.6% |
| 3M | +21.3% | +16.2% | +5.1% | +27.8% |
| 6M | +73.5% | +9.8% | +63.8% | +81.0% |
| YTD | +58.0% | +30.9% | +27.2% | +78.8% |
| 1Y | +163.1% | +41.8% | +121.3% | +223.1% |
| All | +163.1% | +43.1% | +120.0% | +223.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling