+185.7%
GS vs NTRA
+165.5%
+20.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.6% | +0.4% | +0.9% |
| 30D | -1.6% | +19.5% | -21.1% | -4.5% |
| 3M | -4.5% | +47.8% | -52.2% | -10.3% |
| 6M | +20.9% | +61.6% | -40.8% | +11.4% |
| YTD | +19.9% | +43.3% | -23.4% | +12.4% |
| 1Y | +41.4% | +97.0% | -55.6% | +26.6% |
| 3Y | +239.2% | +424.9% | -185.8% | +167.7% |
| All | +185.7% | +165.5% | +20.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling