+25.7%
GPN vs NTRA
+3,199.2%
-3,173.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | 0.0% | +4.1% | -4.1% | -0.7% |
| 3M | +35.8% | +50.0% | -14.2% | +26.6% |
| 6M | +22.0% | +67.3% | -45.3% | +11.3% |
| YTD | +15.2% | +43.6% | -28.4% | +7.3% |
| 1Y | +3.5% | +89.2% | -85.8% | -7.9% |
| 3Y | -26.9% | +502.5% | -529.5% | -47.0% |
| 5Y | -44.2% | +173.8% | -218.0% | -57.1% |
| All | +25.7% | +3,199.2% | -3,173.5% | -33.6% |
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