+97.0%
NTRA vs GDDY
-29.3%
+126.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +0.6% | +3.7% | -3.1% | +0.3% |
| 30D | +19.5% | +10.4% | +9.1% | +18.3% |
| 3M | +47.8% | +19.4% | +28.3% | +42.3% |
| 6M | +61.6% | +14.3% | +47.4% | +56.0% |
| YTD | +43.3% | -18.4% | +61.6% | +56.5% |
| 1Y | +97.0% | -30.1% | +127.1% | +132.7% |
| All | +97.0% | -29.3% | +126.4% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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