+177.4%
GD vs NTRA
+3,390.1%
-3,212.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +2.1% |
| 7D | -3.0% | -15.4% | +12.4% | -2.0% |
| 30D | +9.3% | -20.0% | +29.3% | +10.8% |
| 3M | -7.2% | -0.5% | -6.7% | -7.4% |
| 6M | +5.5% | +64.9% | -59.5% | +1.3% |
| YTD | +9.5% | +39.9% | -30.4% | +6.1% |
| 1Y | +6.4% | +60.5% | -54.1% | +2.1% |
| 3Y | +59.8% | +605.9% | -546.0% | +37.2% |
| 5Y | +98.0% | +183.0% | -85.0% | +76.8% |
| 10Y | +177.4% | +3,254.9% | -3,077.5% | +88.0% |
| All | +177.4% | +3,390.1% | -3,212.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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