+35.8%
GFS vs NTRA
+96.0%
-60.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -8.6% | +19.5% | -28.1% | -11.7% |
| 3M | -46.5% | +47.8% | -94.3% | -49.7% |
| 6M | -4.8% | +61.6% | -66.5% | -13.5% |
| YTD | +29.7% | +43.3% | -13.6% | +22.9% |
| 1Y | +35.8% | +97.0% | -61.2% | +18.5% |
| All | +35.8% | +96.0% | -60.2% | +18.5% |
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 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