+3,059.8%
NTRA vs GPC
+86.4%
+2,973.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +1.5% |
| 30D | +4.1% | +0.5% | +3.6% | +3.9% |
| 3M | +50.0% | +31.7% | +18.3% | +33.9% |
| 6M | +67.3% | +24.7% | +42.6% | +52.2% |
| YTD | +43.6% | +11.8% | +31.8% | +33.9% |
| 1Y | +89.2% | -3.0% | +92.2% | +86.5% |
| 3Y | +502.5% | -1.1% | +503.7% | +461.2% |
| 5Y | +173.8% | +30.5% | +143.3% | +119.4% |
| All | +3,059.8% | +86.4% | +2,973.4% | +1,940.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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