+3,059.8%
NTRA vs GWW
+570.2%
+2,489.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +0.2% | -3.4% | +3.6% | +1.6% |
| 30D | +4.1% | -1.9% | +6.0% | +4.8% |
| 3M | +50.0% | -2.4% | +52.4% | +50.9% |
| 6M | +67.3% | +15.7% | +51.6% | +56.6% |
| YTD | +43.6% | +27.6% | +16.0% | +28.0% |
| 1Y | +89.2% | +27.2% | +62.1% | +68.6% |
| 3Y | +502.5% | +89.7% | +412.9% | +342.5% |
| 5Y | +173.8% | +223.9% | -50.2% | +56.6% |
| All | +3,059.8% | +570.2% | +2,489.6% | +1,249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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