+99.0%
NTRA vs GAP
+10.4%
+88.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.5% |
| 7D | -7.9% | +8.0% | -15.8% | -7.9% |
| 30D | -8.1% | +2.7% | -10.8% | -8.2% |
| 3M | +42.1% | +16.0% | +26.1% | +42.2% |
| 6M | +84.8% | +2.0% | +82.8% | +83.9% |
| YTD | +70.7% | -4.4% | +75.1% | +68.0% |
| 1Y | +99.0% | +9.2% | +89.9% | +94.8% |
| All | +99.0% | +10.4% | +88.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling