+78.1%
GPN vs NTRA
+1,727.4%
-1,649.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -0.3% | +4.1% | -4.4% | -0.9% |
| 3M | +35.4% | +50.0% | -14.6% | +26.8% |
| 6M | +21.7% | +67.3% | -45.6% | +11.6% |
| YTD | +14.9% | +43.6% | -28.7% | +7.5% |
| 1Y | +3.2% | +89.2% | -86.1% | -7.5% |
| 3Y | -27.1% | +502.5% | -529.7% | -46.0% |
| 5Y | -44.4% | +173.8% | -218.1% | -56.6% |
| 10Y | +27.0% | +3,189.3% | -3,162.3% | -30.9% |
| All | +78.1% | +1,727.4% | -1,649.3% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling