+121.8%
GLDM vs NTRA
+168.2%
-46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.6% | +13.8% | -0.2% |
| 7D | +4.7% | -25.0% | +29.7% | +5.9% |
| 30D | -0.9% | -21.5% | +20.6% | +0.1% |
| 3M | -4.3% | +17.1% | -21.4% | -5.1% |
| 6M | -13.4% | +44.4% | -57.8% | -14.8% |
| YTD | -5.8% | +35.6% | -41.4% | -7.3% |
| 1Y | +2.1% | +56.5% | -54.5% | -0.1% |
| 3Y | +105.0% | +620.8% | -515.8% | +90.5% |
| All | +121.8% | +168.2% | -46.5% | +106.6% |
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 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