-17.3%
GIS vs NTAP
+583.1%
-600.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.5% |
| 7D | -3.4% | +7.2% | -10.6% | -3.5% |
| 30D | +6.9% | -18.4% | +25.3% | +7.5% |
| 3M | -10.1% | -11.3% | +1.2% | -10.0% |
| 6M | +5.9% | +53.8% | -47.9% | +3.0% |
| YTD | -21.1% | +72.0% | -93.1% | -23.8% |
| 1Y | -22.5% | +68.0% | -90.5% | -25.1% |
| 3Y | -39.0% | +149.5% | -188.5% | -43.6% |
| 5Y | -33.3% | +125.6% | -158.9% | -38.1% |
| All | -17.3% | +583.1% | -600.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling