+405.5%
GH vs NTR
+80.6%
+324.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -2.6% | +21.7% | -24.4% | -8.1% |
| 3M | +25.1% | +22.8% | +2.3% | +17.3% |
| 6M | +78.5% | +8.2% | +70.3% | +71.8% |
| YTD | +59.4% | +32.9% | +26.4% | +42.7% |
| 1Y | +173.9% | +45.3% | +128.5% | +135.2% |
| 3Y | +382.7% | +41.7% | +341.1% | +309.8% |
| 5Y | +24.4% | +49.8% | -25.4% | -3.7% |
| All | +405.5% | +80.6% | +324.9% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling