+74.0%
NTR vs GPC
+67.3%
+6.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | +2.0% | -6.3% | +8.3% | +4.2% |
| 3M | +6.4% | -8.2% | +14.6% | +9.4% |
| 6M | +1.6% | +27.1% | -25.5% | -8.4% |
| YTD | +18.2% | +3.1% | +15.1% | +14.1% |
| 1Y | +23.9% | +0.1% | +23.9% | +21.0% |
| 3Y | +44.7% | +0.2% | +44.4% | +35.4% |
| 5Y | +21.3% | +4.9% | +16.5% | +8.4% |
| All | +74.0% | +67.3% | +6.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling