+173.5%
NTRA vs GSK
+47.2%
+126.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +0.2% | -3.5% | +3.8% | +0.7% |
| 30D | +4.1% | -3.4% | +7.6% | +4.6% |
| 3M | +50.0% | -8.1% | +58.2% | +51.7% |
| 6M | +67.3% | -11.1% | +78.4% | +69.8% |
| YTD | +43.6% | +0.7% | +42.8% | +43.2% |
| 1Y | +89.2% | +20.1% | +69.1% | +84.1% |
| 3Y | +502.5% | +46.1% | +456.4% | +465.5% |
| All | +173.5% | +47.2% | +126.3% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 5y: compounded portfolio wealth divided by compounded GSK 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…
5y analysis · Full analysis span regression · 6 months rolling