+123.2%
GLW vs NTRA
+96.0%
+27.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -1.3% | +19.5% | -20.8% | -6.3% |
| 3M | -21.8% | +47.8% | -69.6% | -28.7% |
| 6M | +6.9% | +61.6% | -54.7% | -5.4% |
| YTD | +77.2% | +43.3% | +33.9% | +60.2% |
| 1Y | +123.2% | +97.0% | +26.2% | +87.3% |
| All | +123.2% | +96.0% | +27.2% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling