+140.0%
GLD vs NTRA
+177.1%
-37.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +0.1% | +1.6% | -1.4% | +0.1% |
| 30D | +0.2% | +3.8% | -3.6% | 0.0% |
| 3M | +3.2% | +48.2% | -45.0% | +1.5% |
| 6M | -14.6% | +61.0% | -75.6% | -16.5% |
| YTD | +1.8% | +44.2% | -42.4% | -0.1% |
| 1Y | +20.7% | +87.3% | -66.5% | +17.4% |
| 3Y | +126.5% | +509.4% | -382.9% | +110.5% |
| 5Y | +140.0% | +175.1% | -35.1% | +127.4% |
| All | +140.0% | +177.1% | -37.1% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling