+388.8%
GH vs NTRS
+128.2%
+260.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | -4.7% | -0.7% | -4.0% | -4.6% |
| 3M | +20.2% | +11.3% | +8.9% | +14.2% |
| 6M | +78.8% | +35.5% | +43.2% | +54.8% |
| YTD | +54.1% | +40.6% | +13.5% | +31.0% |
| 1Y | +177.1% | +49.2% | +127.9% | +128.3% |
| 3Y | +371.6% | +167.2% | +204.4% | +194.1% |
| 5Y | +21.9% | +94.9% | -73.0% | -14.5% |
| All | +388.8% | +128.2% | +260.5% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling