+95.6%
NTR vs GPC
+81.8%
+13.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.6% |
| 7D | +3.8% | +0.2% | +3.7% | +3.7% |
| 30D | +25.2% | -0.4% | +25.6% | +25.3% |
| 3M | +21.0% | +39.2% | -18.2% | +5.9% |
| 6M | +7.6% | +18.2% | -10.6% | -0.3% |
| YTD | +32.9% | +12.1% | +20.8% | +24.7% |
| 1Y | +43.1% | -0.7% | +43.7% | +40.6% |
| 3Y | +41.6% | -1.7% | +43.3% | +34.6% |
| 5Y | +54.8% | +29.3% | +25.5% | +25.8% |
| All | +95.6% | +81.8% | +13.8% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling