+213.1%
GLD vs NTRA
+3,171.2%
-2,958.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -1.1% | +4.3% | -5.4% | -1.2% |
| 3M | +5.8% | +50.6% | -44.8% | +4.7% |
| 6M | -17.1% | +63.9% | -81.0% | -18.2% |
| YTD | 0.0% | +42.4% | -42.4% | -1.1% |
| 1Y | +18.2% | +92.1% | -73.9% | +16.2% |
| 3Y | +122.6% | +501.7% | -379.2% | +112.9% |
| 5Y | +137.1% | +171.4% | -34.4% | +127.2% |
| All | +213.1% | +3,171.2% | -2,958.1% | +201.4% |
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