+96.9%
GLD vs NTR
+47.6%
+49.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | -5.5% | +2.0% | -7.4% | -5.8% |
| 3M | -10.9% | +6.4% | -17.3% | -11.8% |
| 6M | -17.4% | +1.6% | -19.0% | -17.8% |
| YTD | -10.3% | +18.2% | -28.5% | -13.0% |
| 1Y | -7.2% | +23.9% | -31.1% | -10.6% |
| 3Y | +96.9% | +44.7% | +52.3% | +83.7% |
| All | +96.9% | +47.6% | +49.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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