+1,735.1%
NTRA vs GAP
-17.7%
+1,752.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.8% |
| 7D | +1.6% | -3.2% | +4.8% | +2.2% |
| 30D | +3.8% | -0.7% | +4.5% | +3.5% |
| 3M | +48.2% | -0.5% | +48.7% | +47.3% |
| 6M | +61.0% | -5.0% | +65.9% | +60.2% |
| YTD | +44.2% | -14.7% | +58.9% | +45.6% |
| 1Y | +87.3% | -8.6% | +95.9% | +85.5% |
| 3Y | +509.4% | +108.4% | +401.1% | +371.4% |
| 5Y | +175.1% | +5.8% | +169.3% | +132.3% |
| 10Y | +3,203.1% | +29.6% | +3,173.5% | +2,227.7% |
| All | +1,735.1% | -17.7% | +1,752.7% | +1,792.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling