+56.2%
GD vs NTRA
+562.3%
-506.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.7% | +2.7% | -0.1% | +2.5% |
| 30D | +8.6% | -19.2% | +27.8% | +9.8% |
| 3M | -7.1% | +2.7% | -9.7% | -7.5% |
| 6M | +7.5% | +63.4% | -55.9% | +3.1% |
| YTD | +9.9% | +39.3% | -29.4% | +6.2% |
| 1Y | +7.6% | +59.0% | -51.5% | +3.0% |
| 3Y | +56.2% | +557.4% | -501.2% | +40.5% |
| All | +56.2% | +562.3% | -506.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling