+1,727.4%
NTRA vs GFI
+1,740.2%
-12.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +0.2% | -4.9% | +5.1% | +0.6% |
| 30D | +4.1% | +10.7% | -6.6% | +3.3% |
| 3M | +50.0% | +25.6% | +24.4% | +47.3% |
| 6M | +67.3% | -8.3% | +75.6% | +67.6% |
| YTD | +43.6% | +6.3% | +37.3% | +42.1% |
| 1Y | +89.2% | +22.1% | +67.2% | +85.2% |
| 3Y | +502.5% | +289.2% | +213.4% | +444.0% |
| 5Y | +173.8% | +531.7% | -357.9% | +140.1% |
| 10Y | +3,189.3% | +1,043.8% | +2,145.5% | +2,937.3% |
| All | +1,727.4% | +1,740.2% | -12.8% | +1,690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling