+417.0%
GS vs NTRA
+1,625.9%
-1,209.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.6% | +14.2% | +1.7% |
| 7D | -3.2% | -25.0% | +21.8% | +0.5% |
| 30D | -2.4% | -21.5% | +19.0% | +0.7% |
| 3M | -15.7% | +17.1% | -32.8% | -18.1% |
| 6M | -6.8% | +44.4% | -51.2% | -12.3% |
| YTD | -0.1% | +35.6% | -35.7% | -5.5% |
| 1Y | +12.1% | +56.5% | -44.4% | +3.9% |
| 3Y | +185.8% | +620.8% | -435.0% | +114.7% |
| 5Y | +140.1% | +167.9% | -27.8% | +93.2% |
| 10Y | +505.2% | +3,576.6% | -3,071.3% | +236.8% |
| All | +417.0% | +1,625.9% | -1,209.0% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling