+187.7%
NTRA vs GTLB
-49.8%
+237.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -0.5% | -4.1% | +3.6% | +0.6% |
| 30D | +4.3% | +12.3% | -8.0% | +0.4% |
| 3M | +50.6% | +65.9% | -15.3% | +29.7% |
| 6M | +63.9% | +104.0% | -40.0% | +31.5% |
| YTD | +42.4% | +26.0% | +16.3% | +29.5% |
| 1Y | +92.1% | -3.5% | +95.6% | +86.2% |
| 3Y | +501.7% | -9.6% | +511.4% | +448.4% |
| All | +187.7% | -49.8% | +237.5% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling