+215.4%
GD vs NTRA
+1,625.9%
-1,410.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.6% | +14.0% | +0.2% |
| 7D | -5.0% | -25.0% | +20.0% | -3.4% |
| 30D | +8.9% | -21.5% | +30.4% | +10.4% |
| 3M | -8.0% | +17.1% | -25.1% | -9.3% |
| 6M | +2.9% | +44.4% | -41.5% | 0.0% |
| YTD | +7.1% | +35.6% | -28.5% | +4.2% |
| 1Y | +5.9% | +56.5% | -50.6% | +2.2% |
| 3Y | +53.9% | +620.8% | -567.0% | +33.9% |
| 5Y | +95.4% | +167.9% | -72.5% | +76.6% |
| 10Y | +193.5% | +3,576.6% | -3,383.1% | +114.4% |
| All | +215.4% | +1,625.9% | -1,410.6% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling