+145.9%
GLDM vs NTRA
+165.5%
-19.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.4% | +19.5% | -15.1% | +3.6% |
| 3M | -1.1% | +47.8% | -48.8% | -2.7% |
| 6M | -13.7% | +61.6% | -75.3% | -15.5% |
| YTD | +2.8% | +43.3% | -40.5% | +0.9% |
| 1Y | +24.8% | +97.0% | -72.2% | +21.3% |
| 3Y | +127.8% | +424.9% | -297.1% | +112.9% |
| All | +145.9% | +165.5% | -19.6% | +134.3% |
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