+103.4%
GLD vs NTRA
+185.4%
-81.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | -5.5% | -11.2% | +5.7% | -5.0% |
| 30D | -7.0% | -18.4% | +11.4% | -6.3% |
| 3M | -12.4% | +2.2% | -14.6% | -12.5% |
| 6M | -18.0% | +58.1% | -76.2% | -19.7% |
| YTD | -10.5% | +41.0% | -51.4% | -12.1% |
| 1Y | -8.1% | +54.1% | -62.2% | -10.0% |
| 3Y | +97.7% | +590.9% | -493.2% | +83.4% |
| 5Y | +103.4% | +180.7% | -77.3% | +89.9% |
| All | +103.4% | +185.4% | -81.9% | +89.9% |
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