+163.1%
GH vs NTRS
+46.5%
+116.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -1.1% | +1.2% | -2.3% | -1.7% |
| 3M | +21.3% | +8.3% | +13.0% | +17.5% |
| 6M | +73.5% | +30.0% | +43.6% | +55.9% |
| YTD | +58.0% | +38.0% | +20.0% | +42.1% |
| 1Y | +163.1% | +47.4% | +115.7% | +132.0% |
| All | +163.1% | +46.5% | +116.6% | +132.0% |
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 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