+99.0%
NTRA vs GTLB
+6.1%
+93.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.9% | -9.7% | +1.8% | -5.5% |
| 30D | -8.1% | +1.7% | -9.8% | -8.5% |
| 3M | +42.1% | +43.6% | -1.5% | +29.1% |
| 6M | +84.8% | +113.0% | -28.1% | +53.3% |
| YTD | +70.7% | +39.5% | +31.1% | +48.5% |
| 1Y | +99.0% | +12.6% | +86.4% | +78.2% |
| All | +99.0% | +6.1% | +93.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling