+376.1%
GLW vs NTRA
+171.1%
+205.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +11.7% | -0.5% | +12.2% | +11.8% |
| 30D | +2.7% | +4.3% | -1.6% | +2.0% |
| 3M | -2.8% | +50.6% | -53.5% | -8.7% |
| 6M | +20.2% | +63.9% | -43.8% | +10.9% |
| YTD | +87.3% | +42.4% | +44.9% | +75.9% |
| 1Y | +119.6% | +92.1% | +27.5% | +97.7% |
| 3Y | +453.7% | +501.7% | -48.1% | +326.5% |
| 5Y | +376.1% | +171.4% | +204.6% | +274.7% |
| All | +376.1% | +171.1% | +205.0% | +274.7% |
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