-6.8%
GS vs NTRA
+49.0%
-55.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.6% | +14.2% | +1.6% |
| 7D | -3.2% | -25.0% | +21.8% | +0.4% |
| 30D | -2.4% | -21.5% | +19.0% | +0.8% |
| 3M | -15.7% | +17.1% | -32.8% | -17.4% |
| 6M | -6.8% | +44.4% | -51.2% | -10.5% |
| All | -6.8% | +49.0% | -55.7% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling