+650.5%
GS vs NTRA
+2,995.7%
-2,345.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.0% |
| 7D | +2.4% | +1.6% | +0.8% | +2.2% |
| 30D | -0.1% | +3.8% | -3.8% | -0.7% |
| 3M | +0.2% | +48.2% | -48.1% | -6.1% |
| 6M | +24.8% | +61.0% | -36.2% | +15.1% |
| YTD | +18.8% | +44.2% | -25.4% | +11.2% |
| 1Y | +37.3% | +87.3% | -50.0% | +23.6% |
| 3Y | +237.9% | +509.4% | -271.5% | +153.5% |
| 5Y | +187.0% | +175.1% | +11.9% | +127.1% |
| 10Y | +650.5% | +3,203.1% | -2,552.6% | +281.8% |
| All | +650.5% | +2,995.7% | -2,345.2% | +281.8% |
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