+71.8%
GH vs NTRS
+43.5%
+28.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.7% |
| 7D | -7.7% | +3.6% | -11.2% | -8.8% |
| 30D | -10.0% | +4.3% | -14.3% | -11.3% |
| 3M | +5.5% | -1.9% | +7.4% | +5.2% |
| 6M | +84.9% | +11.4% | +73.5% | +74.1% |
| YTD | +65.0% | +32.3% | +32.8% | +44.8% |
| 1Y | +71.8% | +42.5% | +29.2% | +46.6% |
| All | +71.8% | +43.5% | +28.3% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling