+118.6%
GLD vs NTAP
+106.9%
+11.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -15.1% | +19.8% | +5.3% |
| 30D | -0.9% | -28.1% | +27.2% | +0.3% |
| 3M | -4.4% | -11.4% | +7.0% | -4.1% |
| 6M | -13.6% | +52.2% | -65.8% | -14.8% |
| YTD | -6.0% | +60.4% | -66.4% | -7.6% |
| 1Y | +1.8% | +51.0% | -49.2% | +0.2% |
| 3Y | +103.2% | +135.6% | -32.4% | +95.7% |
| All | +118.6% | +106.9% | +11.7% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling