+1,735.1%
NTRA vs GSK
+99.0%
+1,636.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | -3.6% | +5.2% | +3.1% |
| 30D | +3.8% | -5.9% | +9.7% | +6.3% |
| 3M | +48.2% | -4.3% | +52.5% | +50.2% |
| 6M | +61.0% | -10.8% | +71.7% | +68.0% |
| YTD | +44.2% | +1.8% | +42.4% | +41.2% |
| 1Y | +87.3% | +23.5% | +63.8% | +67.9% |
| 3Y | +509.4% | +49.5% | +459.9% | +380.3% |
| 5Y | +175.1% | +49.7% | +125.5% | +106.8% |
| 10Y | +3,203.1% | +81.9% | +3,121.2% | +2,130.2% |
| All | +1,735.1% | +99.0% | +1,636.0% | +1,121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling