-18.0%
GIS vs NTRA
+96.0%
-114.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -7.8% | +0.6% | -8.4% | -7.8% |
| 30D | +6.6% | +19.5% | -12.9% | +6.9% |
| 3M | +21.0% | +47.8% | -26.8% | +22.5% |
| 6M | -9.1% | +61.6% | -70.7% | -7.2% |
| YTD | -13.6% | +43.3% | -56.9% | -13.9% |
| 1Y | -18.0% | +97.0% | -115.0% | -15.4% |
| All | -18.0% | +96.0% | -114.0% | -15.4% |
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