+124.0%
GLD vs NTRA
+498.8%
-374.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | +0.7% | +1.1% | -0.3% | +0.7% |
| 30D | +0.3% | +0.6% | -0.3% | +0.3% |
| 3M | +0.6% | +51.8% | -51.2% | -1.7% |
| 6M | -15.6% | +63.6% | -79.2% | -18.0% |
| YTD | +0.9% | +41.5% | -40.6% | -1.5% |
| 1Y | +19.4% | +93.6% | -74.3% | +15.1% |
| All | +124.0% | +498.8% | -374.8% | +100.4% |
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 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