+225.0%
GLD vs NTR
+100.5%
+124.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.7% |
| 7D | -0.5% | +8.1% | -8.6% | -1.0% |
| 30D | +4.4% | +18.8% | -14.4% | +3.3% |
| 3M | -1.1% | +16.2% | -17.3% | -2.1% |
| 6M | -13.8% | +9.8% | -23.5% | -14.4% |
| YTD | +2.6% | +30.9% | -28.2% | +0.9% |
| 1Y | +24.5% | +41.8% | -17.2% | +21.9% |
| 3Y | +125.8% | +35.8% | +90.1% | +120.3% |
| 5Y | +137.8% | +51.0% | +86.7% | +133.1% |
| All | +225.0% | +100.5% | +124.5% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling