+24.4%
GH vs NTRS
+93.2%
-68.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.7% |
| 7D | -2.5% | +1.4% | -3.9% | -3.3% |
| 30D | -4.7% | -0.7% | -4.0% | -4.5% |
| 3M | +20.2% | +11.3% | +8.9% | +12.3% |
| 6M | +78.8% | +35.5% | +43.2% | +47.3% |
| YTD | +54.1% | +40.6% | +13.5% | +23.8% |
| 1Y | +177.1% | +49.2% | +127.9% | +113.2% |
| 3Y | +371.6% | +167.2% | +204.4% | +140.0% |
| All | +24.4% | +93.2% | -68.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling