+627.7%
GEV vs NTAP
+83.4%
+544.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.2% |
| 7D | +3.2% | +2.2% | +1.0% | +2.3% |
| 30D | -4.0% | -7.0% | +3.0% | -1.4% |
| 3M | +3.4% | +12.3% | -8.9% | -1.7% |
| 6M | +14.7% | +85.1% | -70.4% | -17.9% |
| YTD | +45.8% | +74.8% | -29.0% | +6.6% |
| 1Y | +57.4% | +52.7% | +4.7% | +26.8% |
| All | +627.7% | +83.4% | +544.3% | +370.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling