+51.3%
GEV vs NTAP
+63.1%
-11.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.5% | -4.9% | +2.6% |
| 7D | +1.6% | +7.4% | -5.8% | +0.7% |
| 30D | -7.9% | -1.4% | -6.6% | -8.0% |
| 3M | +5.6% | +24.6% | -18.9% | +3.2% |
| 6M | +13.1% | +105.9% | -92.8% | -0.7% |
| YTD | +46.7% | +88.5% | -41.8% | +34.1% |
| 1Y | +51.3% | +62.1% | -10.8% | +57.3% |
| All | +51.3% | +63.1% | -11.8% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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