+225.3%
GLDM vs NTRA
+1,606.9%
-1,381.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.8% |
| 7D | +5.0% | -15.4% | +20.4% | +5.5% |
| 30D | -1.3% | -20.0% | +18.7% | -0.7% |
| 3M | -4.7% | -0.5% | -4.2% | -4.8% |
| 6M | -12.4% | +64.9% | -77.3% | -13.8% |
| YTD | -4.1% | +39.9% | -43.9% | -5.3% |
| 1Y | +3.3% | +60.5% | -57.2% | +1.6% |
| 3Y | +110.9% | +605.9% | -494.9% | +99.1% |
| 5Y | +124.8% | +183.0% | -58.2% | +113.6% |
| All | +225.3% | +1,606.9% | -1,381.6% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling