+93.8%
GD vs NTRA
+168.2%
-74.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.6% | +14.0% | 0.0% |
| 7D | -5.0% | -25.0% | +20.0% | -3.9% |
| 30D | +8.9% | -21.5% | +30.4% | +9.9% |
| 3M | -8.0% | +17.1% | -25.1% | -8.9% |
| 6M | +2.9% | +44.4% | -41.5% | +0.9% |
| YTD | +7.1% | +35.6% | -28.5% | +5.0% |
| 1Y | +5.9% | +56.5% | -50.6% | +3.3% |
| 3Y | +53.9% | +620.8% | -567.0% | +42.3% |
| All | +93.8% | +168.2% | -74.4% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling