+206.1%
GLD vs NTRA
+2,761.8%
-2,555.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -4.6% | +2.7% | -7.3% | -4.7% |
| 30D | -5.5% | -19.2% | +13.7% | -4.9% |
| 3M | -10.9% | +2.7% | -13.6% | -11.0% |
| 6M | -17.4% | +63.4% | -80.8% | -18.6% |
| YTD | -10.3% | +39.3% | -49.6% | -11.3% |
| 1Y | -7.2% | +59.0% | -66.2% | -8.5% |
| 3Y | +96.9% | +557.4% | -460.5% | +87.4% |
| 5Y | +103.8% | +177.4% | -73.6% | +94.7% |
| All | +206.1% | +2,761.8% | -2,555.7% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling