+232.7%
GLW vs NTRA
+177.5%
+55.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | +7.7% | +2.7% | +5.0% | +7.4% |
| 30D | -18.8% | -19.2% | +0.3% | -16.2% |
| 3M | -27.7% | +2.7% | -30.4% | -28.3% |
| 6M | -44.4% | +63.4% | -107.8% | -48.6% |
| YTD | +31.3% | +39.3% | -8.0% | +23.4% |
| 1Y | +40.0% | +59.0% | -19.0% | +29.1% |
| 3Y | +339.2% | +557.4% | -218.1% | +235.9% |
| All | +232.7% | +177.5% | +55.3% | +154.1% |
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