+140.0%
GLD vs NTR
+55.5%
+84.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.2% | +21.7% | -21.5% | -1.8% |
| 3M | +3.2% | +22.8% | -19.5% | +1.0% |
| 6M | -14.6% | +8.2% | -22.9% | -15.6% |
| YTD | +1.8% | +32.9% | -31.1% | -1.3% |
| 1Y | +20.7% | +45.3% | -24.6% | +16.1% |
| 3Y | +126.5% | +41.7% | +84.8% | +116.4% |
| 5Y | +140.0% | +49.8% | +90.2% | +136.5% |
| All | +140.0% | +55.5% | +84.5% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling