+96.6%
GLD vs NTRA
+570.3%
-473.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | -5.5% | -11.2% | +5.7% | -4.8% |
| 30D | -7.0% | -18.4% | +11.4% | -5.9% |
| 3M | -12.4% | +2.2% | -14.6% | -12.6% |
| 6M | -18.0% | +58.1% | -76.2% | -20.3% |
| YTD | -10.5% | +41.0% | -51.4% | -12.8% |
| 1Y | -8.1% | +54.1% | -62.2% | -10.8% |
| All | +96.6% | +570.3% | -473.7% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling