+97.2%
GD vs NTRA
+165.5%
-68.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | +0.6% | -5.8% | -5.3% |
| 30D | -6.4% | +19.5% | -25.9% | -7.2% |
| 3M | +5.7% | +47.8% | -42.1% | +3.8% |
| 6M | -0.9% | +61.6% | -62.6% | -3.3% |
| YTD | +8.2% | +43.3% | -35.1% | +6.0% |
| 1Y | +13.4% | +97.0% | -83.6% | +9.8% |
| 3Y | +68.5% | +424.9% | -356.4% | +57.4% |
| All | +97.2% | +165.5% | -68.3% | +83.3% |
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