+851.8%
GLW vs NTRA
+3,199.2%
-2,347.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.9% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | -0.4% | +4.1% | -4.5% | -1.1% |
| 3M | -5.6% | +50.0% | -55.6% | -11.3% |
| 6M | +26.7% | +67.3% | -40.6% | +16.6% |
| YTD | +91.0% | +43.6% | +47.5% | +79.3% |
| 1Y | +122.4% | +89.2% | +33.2% | +100.3% |
| 3Y | +471.0% | +502.5% | -31.5% | +327.7% |
| 5Y | +385.6% | +173.8% | +211.9% | +283.4% |
| All | +851.8% | +3,199.2% | -2,347.4% | +398.2% |
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