+263.3%
GLD vs NTRA
+1,723.2%
-1,460.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | +19.5% | -15.1% | +4.0% |
| 3M | -1.1% | +47.8% | -48.9% | -1.9% |
| 6M | -13.8% | +61.6% | -75.4% | -14.7% |
| YTD | +2.6% | +43.3% | -40.6% | +1.7% |
| 1Y | +24.5% | +97.0% | -72.5% | +22.7% |
| 3Y | +125.8% | +424.9% | -299.1% | +118.4% |
| 5Y | +137.8% | +165.2% | -27.4% | +129.5% |
| 10Y | +221.4% | +3,114.3% | -2,892.9% | +213.4% |
| All | +263.3% | +1,723.2% | -1,460.0% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling