+3,059.8%
NTRA vs GRMN
+677.8%
+2,382.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -1.5% |
| 7D | +0.2% | +2.4% | -2.2% | -1.2% |
| 30D | +4.1% | -8.5% | +12.6% | +9.3% |
| 3M | +50.0% | +19.5% | +30.6% | +33.9% |
| 6M | +67.3% | +21.2% | +46.1% | +47.9% |
| YTD | +43.6% | +41.0% | +2.5% | +15.0% |
| 1Y | +89.2% | +19.6% | +69.7% | +65.4% |
| 3Y | +502.5% | +183.8% | +318.8% | +166.9% |
| 5Y | +173.8% | +83.0% | +90.8% | +63.3% |
| All | +3,059.8% | +677.8% | +2,382.0% | +661.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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