+47.6%
NTR vs GPC
+29.3%
+18.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | +17.0% | +0.1% | +16.9% | +16.9% |
| 3M | +22.2% | +37.4% | -15.2% | +13.1% |
| 6M | +5.2% | +25.4% | -20.3% | -0.8% |
| YTD | +29.7% | +12.2% | +17.5% | +25.3% |
| 1Y | +39.4% | -0.3% | +39.7% | +38.8% |
| 3Y | +38.2% | -1.6% | +39.8% | +34.7% |
| 5Y | +47.6% | +31.0% | +16.6% | +25.9% |
| All | +47.6% | +29.3% | +18.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling