-0.8%
GFS vs NTRA
+185.6%
-186.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -9.6% | +4.3% | -13.9% | -10.4% |
| 3M | -38.5% | +50.6% | -89.1% | -44.1% |
| 6M | -1.3% | +63.9% | -65.2% | -13.0% |
| YTD | +31.8% | +42.4% | -10.6% | +19.6% |
| 1Y | +44.6% | +92.1% | -47.5% | +22.3% |
| 3Y | -20.6% | +501.7% | -522.4% | -49.3% |
| All | -0.8% | +185.6% | -186.4% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling