+67.9%
NI vs GFS
-21.4%
+89.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -0.7% |
| 30D | -1.4% | -9.6% | +8.2% | -1.0% |
| 3M | -10.6% | -38.5% | +27.9% | -9.2% |
| 6M | -9.9% | -1.3% | -8.6% | -10.8% |
| YTD | +1.2% | +31.8% | -30.6% | -1.2% |
| 1Y | +4.4% | +44.6% | -40.1% | +1.4% |
| All | +67.9% | -21.4% | +89.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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