+105.0%
GLDM vs NTRA
+634.6%
-529.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.6% | +13.8% | +0.1% |
| 7D | +4.7% | -25.0% | +29.7% | +6.4% |
| 30D | -0.9% | -21.5% | +20.6% | +0.5% |
| 3M | -4.3% | +17.1% | -21.4% | -5.4% |
| 6M | -13.4% | +44.4% | -57.8% | -15.4% |
| YTD | -5.8% | +35.6% | -41.4% | -8.0% |
| 1Y | +2.1% | +56.5% | -54.5% | -1.0% |
| 3Y | +105.0% | +620.8% | -515.8% | +83.0% |
| All | +105.0% | +634.6% | -529.6% | +83.0% |
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