+173.5%
NTRA vs GFI
+524.1%
-350.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | +0.2% | -4.9% | +5.1% | +1.0% |
| 30D | +4.1% | +10.7% | -6.6% | +2.4% |
| 3M | +50.0% | +25.6% | +24.4% | +44.4% |
| 6M | +67.3% | -8.3% | +75.6% | +67.9% |
| YTD | +43.6% | +6.3% | +37.3% | +40.1% |
| 1Y | +89.2% | +22.1% | +67.2% | +80.1% |
| 3Y | +502.5% | +289.2% | +213.4% | +365.8% |
| All | +173.5% | +524.1% | -350.5% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling