-8.1%
GLD vs NTAP
+70.2%
-78.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | -5.5% | +9.9% | -15.3% | -5.9% |
| 30D | -7.0% | -22.1% | +15.1% | -5.9% |
| 3M | -12.4% | -7.7% | -4.7% | -12.0% |
| 6M | -18.0% | +60.9% | -79.0% | -19.1% |
| YTD | -10.5% | +76.4% | -86.9% | -12.1% |
| 1Y | -8.1% | +69.3% | -77.4% | -9.8% |
| All | -8.1% | +70.2% | -78.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling