+478.1%
GLW vs NTRA
+510.2%
-32.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +16.9% | +1.6% | +15.3% | +16.5% |
| 30D | +7.0% | +3.8% | +3.2% | +6.1% |
| 3M | -3.0% | +48.2% | -51.2% | -10.6% |
| 6M | +31.0% | +61.0% | -30.0% | +17.9% |
| YTD | +93.4% | +44.2% | +49.2% | +77.2% |
| 1Y | +134.7% | +87.3% | +47.5% | +104.3% |
| All | +478.1% | +510.2% | -32.1% | +306.9% |
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