+438.8%
GS vs NTRA
+2,761.8%
-2,323.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.9% | +2.7% | +3.2% | +5.4% |
| 30D | +4.3% | -19.2% | +23.5% | +7.4% |
| 3M | -11.7% | +2.7% | -14.3% | -12.4% |
| 6M | -3.2% | +63.4% | -66.5% | -10.9% |
| YTD | +5.8% | +39.3% | -33.5% | -0.8% |
| 1Y | +16.0% | +59.0% | -43.0% | +6.7% |
| 3Y | +199.8% | +557.4% | -357.6% | +123.4% |
| 5Y | +155.5% | +177.4% | -21.9% | +102.1% |
| All | +438.8% | +2,761.8% | -2,323.0% | +194.5% |
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