+514.9%
GEV vs NTAP
+80.5%
+434.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -0.8% |
| 7D | +3.7% | +7.2% | -3.5% | +0.8% |
| 30D | -14.7% | -18.4% | +3.7% | -7.5% |
| 3M | -23.4% | -11.3% | -12.1% | -19.8% |
| 6M | -24.3% | +53.8% | -78.1% | -39.4% |
| YTD | +23.2% | +72.0% | -48.8% | -9.2% |
| 1Y | +44.2% | +68.0% | -23.8% | +8.4% |
| All | +514.9% | +80.5% | +434.4% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling