+218.2%
GLD vs NTAP
+581.2%
-362.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.2% | -7.0% | +7.2% | +0.3% |
| 3M | +3.2% | +12.3% | -9.1% | +3.0% |
| 6M | -14.6% | +85.1% | -99.8% | -15.2% |
| YTD | +1.8% | +74.8% | -73.0% | +1.2% |
| 1Y | +20.7% | +52.7% | -31.9% | +20.1% |
| 3Y | +126.5% | +147.7% | -21.2% | +124.6% |
| 5Y | +140.0% | +124.8% | +15.3% | +137.5% |
| 10Y | +218.2% | +589.7% | -371.5% | +233.5% |
| All | +218.2% | +581.2% | -362.9% | +233.5% |
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