-4.6%
GIS vs NTRA
+1,711.9%
-1,716.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.0% |
| 7D | -8.4% | -0.5% | -7.9% | -8.4% |
| 30D | -5.2% | +4.3% | -9.5% | -5.2% |
| 3M | +8.2% | +50.6% | -42.5% | +8.3% |
| 6M | -12.0% | +63.9% | -75.9% | -11.9% |
| YTD | -18.9% | +42.4% | -61.2% | -18.8% |
| 1Y | -23.6% | +92.1% | -115.7% | -23.5% |
| 3Y | -37.6% | +501.7% | -539.3% | -37.6% |
| 5Y | -25.2% | +171.4% | -196.6% | -24.7% |
| 10Y | -19.3% | +3,161.4% | -3,180.7% | -21.7% |
| All | -4.6% | +1,711.9% | -1,716.5% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling