+159.7%
GILD vs NTRA
+3,199.2%
-3,039.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | +5.8% | +4.1% | +1.7% | +5.5% |
| 3M | +14.9% | +50.0% | -35.1% | +11.9% |
| 6M | -0.4% | +67.3% | -67.7% | -3.8% |
| YTD | +18.5% | +43.6% | -25.0% | +15.3% |
| 1Y | +25.1% | +89.2% | -64.1% | +19.6% |
| 3Y | +105.9% | +502.5% | -396.7% | +81.4% |
| 5Y | +143.0% | +173.8% | -30.8% | +118.6% |
| All | +159.7% | +3,199.2% | -3,039.5% | +80.9% |
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