+520.2%
GS vs NTRA
+1,723.2%
-1,203.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -4.5% | +47.8% | -52.2% | -9.9% |
| 6M | +20.9% | +61.6% | -40.8% | +12.1% |
| YTD | +19.9% | +43.3% | -23.4% | +12.9% |
| 1Y | +41.4% | +97.0% | -55.6% | +27.4% |
| 3Y | +239.2% | +424.9% | -185.8% | +165.1% |
| 5Y | +185.0% | +165.2% | +19.9% | +130.1% |
| 10Y | +655.0% | +3,114.3% | -2,459.3% | +322.8% |
| All | +520.2% | +1,723.2% | -1,203.1% | +247.9% |
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