+1,387.3%
GIS vs NTRS
+7,800.3%
-6,413.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -6.4% | +1.4% | -7.7% | -6.6% |
| 30D | -6.1% | -0.7% | -5.5% | -6.1% |
| 3M | +7.8% | +11.3% | -3.5% | +6.1% |
| 6M | -8.8% | +35.5% | -44.3% | -12.9% |
| YTD | -19.1% | +40.6% | -59.7% | -23.3% |
| 1Y | -24.8% | +49.2% | -74.0% | -29.4% |
| 3Y | -37.6% | +167.2% | -204.8% | -46.8% |
| 5Y | -25.4% | +94.9% | -120.4% | -34.4% |
| 10Y | -19.6% | +259.5% | -279.1% | -37.8% |
| All | +1,387.3% | +7,800.3% | -6,413.0% | +408.1% |
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