+3,059.8%
NTRA vs GWRE
+131.0%
+2,928.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.2% | -13.2% | +13.5% | +7.2% |
| 30D | +4.1% | -18.6% | +22.7% | +11.9% |
| 3M | +50.0% | +18.9% | +31.1% | +28.7% |
| 6M | +67.3% | -11.0% | +78.3% | +62.5% |
| YTD | +43.6% | -29.9% | +73.5% | +57.5% |
| 1Y | +89.2% | -44.3% | +133.6% | +137.2% |
| 3Y | +502.5% | +51.7% | +450.9% | +248.2% |
| 5Y | +173.8% | +15.4% | +158.3% | +87.7% |
| All | +3,059.8% | +131.0% | +2,928.8% | +1,436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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