-37.6%
GIS vs NTRS
+168.2%
-205.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -6.4% | +1.4% | -7.7% | -6.4% |
| 30D | -6.1% | -0.7% | -5.5% | -6.1% |
| 3M | +7.8% | +11.3% | -3.5% | +7.5% |
| 6M | -8.8% | +35.5% | -44.3% | -9.7% |
| YTD | -19.1% | +40.6% | -59.7% | -20.1% |
| 1Y | -24.8% | +49.2% | -74.0% | -26.0% |
| 3Y | -37.6% | +167.2% | -204.8% | -40.1% |
| All | -37.6% | +168.2% | -205.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling