-24.8%
GIS vs NTRA
+92.9%
-117.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.1% | +4.1% | -10.2% | -6.0% |
| 3M | +7.8% | +50.0% | -42.2% | +9.6% |
| 6M | -8.8% | +67.3% | -76.1% | -5.9% |
| YTD | -19.1% | +43.6% | -62.7% | -19.4% |
| 1Y | -24.8% | +89.2% | -114.0% | -20.2% |
| All | -24.8% | +92.9% | -117.7% | -20.2% |
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 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