+206.1%
GLD vs NTAP
+583.1%
-377.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -4.6% | +7.2% | -11.8% | -4.7% |
| 30D | -5.5% | -18.4% | +12.9% | -5.2% |
| 3M | -10.9% | -11.3% | +0.4% | -10.8% |
| 6M | -17.4% | +53.8% | -71.2% | -17.8% |
| YTD | -10.3% | +72.0% | -82.3% | -10.9% |
| 1Y | -7.2% | +68.0% | -75.2% | -7.7% |
| 3Y | +96.9% | +149.5% | -52.6% | +95.1% |
| 5Y | +103.8% | +125.6% | -21.8% | +101.5% |
| All | +206.1% | +583.1% | -377.0% | +213.7% |
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 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