-37.6%
GIS vs NTRA
+507.7%
-545.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.0% |
| 6M | -8.8% | +67.3% | -76.1% | -7.4% |
| YTD | -19.1% | +43.6% | -62.7% | -18.4% |
| 1Y | -24.8% | +89.2% | -114.0% | -23.5% |
| 3Y | -37.6% | +502.5% | -540.1% | -39.0% |
| All | -37.6% | +507.7% | -545.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling