+95.7%
NI vs GFS
-2.1%
+97.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -10.6% | -38.5% | +27.9% | -8.6% |
| 6M | -9.9% | -1.3% | -8.6% | -10.7% |
| YTD | +1.2% | +31.8% | -30.6% | -1.7% |
| 1Y | +4.4% | +44.6% | -40.1% | +0.8% |
| 3Y | +68.6% | -20.6% | +89.2% | +66.8% |
| All | +95.7% | -2.1% | +97.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling