+12.4%
GD vs NTRA
+95.0%
-82.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -3.5% | +1.1% | -4.5% | -3.5% |
| 30D | -9.0% | +0.6% | -9.7% | -9.1% |
| 3M | +5.1% | +51.8% | -46.8% | +1.3% |
| 6M | -1.0% | +63.6% | -64.6% | -5.5% |
| YTD | +7.3% | +41.5% | -34.2% | +2.9% |
| 1Y | +12.4% | +93.6% | -81.2% | +5.9% |
| All | +12.4% | +95.0% | -82.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling