+3,059.8%
NTRA vs GME
+285.6%
+2,774.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.7% |
| 7D | +0.2% | +10.4% | -10.2% | -0.1% |
| 30D | +4.1% | +14.1% | -10.0% | +3.6% |
| 3M | +50.0% | -4.6% | +54.7% | +50.2% |
| 6M | +67.3% | -13.5% | +80.8% | +67.9% |
| YTD | +43.6% | +5.3% | +38.3% | +43.1% |
| 1Y | +89.2% | -14.9% | +104.1% | +89.9% |
| 3Y | +502.5% | +24.3% | +478.3% | +475.4% |
| 5Y | +173.8% | -55.6% | +229.3% | +163.4% |
| All | +3,059.8% | +285.6% | +2,774.1% | +2,188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling