+502.5%
NTRA vs GWRE
+50.1%
+452.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.2% | -13.2% | +13.5% | +3.1% |
| 30D | +4.1% | -18.6% | +22.7% | +7.3% |
| 3M | +50.0% | +18.9% | +31.1% | +40.3% |
| 6M | +67.3% | -11.0% | +78.3% | +66.5% |
| YTD | +43.6% | -29.9% | +73.5% | +52.3% |
| 1Y | +89.2% | -44.3% | +133.6% | +114.5% |
| 3Y | +502.5% | +51.7% | +450.9% | +346.3% |
| All | +502.5% | +50.1% | +452.5% | +346.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling