+24.4%
GH vs NTR
+45.7%
-21.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | -4.7% | +16.8% | -21.5% | -7.4% |
| 3M | +20.2% | +20.7% | -0.5% | +15.7% |
| 6M | +78.8% | +0.5% | +78.2% | +77.5% |
| YTD | +54.1% | +29.2% | +24.9% | +43.4% |
| 1Y | +177.1% | +39.6% | +137.5% | +150.7% |
| 3Y | +371.6% | +37.9% | +333.7% | +317.6% |
| All | +24.4% | +45.7% | -21.3% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling