+98.0%
NI vs GFS
-3.9%
+101.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | -1.7% | -16.4% | +14.7% | -0.8% |
| 3M | -8.0% | -41.6% | +33.6% | -5.7% |
| 6M | -8.6% | -3.7% | -5.0% | -9.4% |
| YTD | +2.3% | +29.3% | -27.0% | -0.4% |
| 1Y | +6.9% | +37.1% | -30.2% | +3.5% |
| 3Y | +70.6% | -22.1% | +92.7% | +68.9% |
| All | +98.0% | -3.9% | +101.9% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling