+97.0%
NTRA vs GME
-15.8%
+112.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +7.2% | -6.6% | -0.2% |
| 30D | +19.5% | +0.8% | +18.7% | +19.4% |
| 3M | +47.8% | -14.0% | +61.7% | +50.0% |
| 6M | +61.6% | -19.7% | +81.4% | +63.3% |
| YTD | +43.3% | -4.6% | +47.8% | +42.6% |
| 1Y | +97.0% | -14.3% | +111.4% | +86.6% |
| All | +97.0% | -15.8% | +112.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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