+388.8%
GH vs NTRA
+1,270.5%
-881.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -4.7% | +4.1% | -8.8% | -6.6% |
| 3M | +20.2% | +50.0% | -29.8% | -3.3% |
| 6M | +78.8% | +67.3% | +11.5% | +35.3% |
| YTD | +54.1% | +43.6% | +10.5% | +25.9% |
| 1Y | +177.1% | +89.2% | +87.8% | +96.3% |
| 3Y | +371.6% | +502.5% | -130.9% | +84.3% |
| 5Y | +21.9% | +173.8% | -151.9% | -39.1% |
| All | +388.8% | +1,270.5% | -881.8% | +1.9% |
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