+163.1%
GH vs NTRS
+47.2%
+115.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +0.4% | -0.4% | -0.2% |
| 30D | -1.1% | +1.7% | -2.8% | -1.9% |
| 3M | +21.3% | +8.9% | +12.5% | +17.3% |
| 6M | +73.5% | +30.6% | +42.9% | +55.7% |
| YTD | +58.0% | +38.7% | +19.3% | +41.9% |
| 1Y | +163.1% | +48.1% | +115.0% | +131.6% |
| All | +163.1% | +47.2% | +115.9% | +131.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling