-0.8%
GFS vs NTRA
+189.2%
-190.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | +4.5% | +1.6% | +2.9% | +4.1% |
| 30D | -8.2% | +3.8% | -11.9% | -9.0% |
| 3M | -38.9% | +48.2% | -87.1% | -44.3% |
| 6M | -2.9% | +61.0% | -63.8% | -14.0% |
| YTD | +31.8% | +44.2% | -12.4% | +19.3% |
| 1Y | +43.1% | +87.3% | -44.2% | +21.7% |
| 3Y | -20.6% | +509.4% | -530.1% | -49.5% |
| All | -0.8% | +189.2% | -190.0% | -34.2% |
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