+448.8%
GS vs NTRA
+2,896.9%
-2,448.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.8% |
| 7D | +1.6% | -19.7% | +21.3% | +4.8% |
| 30D | +1.7% | -22.1% | +23.8% | +5.3% |
| 3M | -11.6% | -2.0% | -9.6% | -11.7% |
| 6M | -1.9% | +60.6% | -62.5% | -9.5% |
| YTD | +5.1% | +36.2% | -31.1% | -1.1% |
| 1Y | +16.4% | +51.0% | -34.6% | +7.9% |
| 3Y | +199.0% | +567.5% | -368.5% | +122.3% |
| 5Y | +157.4% | +191.6% | -34.1% | +102.0% |
| All | +448.8% | +2,896.9% | -2,448.1% | +201.1% |
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 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