+755.2%
GLD vs NTAP
+728.6%
+26.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.8% |
| 7D | +4.9% | -5.0% | +9.9% | +5.0% |
| 30D | -1.3% | -25.8% | +24.4% | -0.9% |
| 3M | -4.8% | -6.9% | +2.1% | -4.7% |
| 6M | -12.5% | +50.0% | -62.5% | -13.0% |
| YTD | -4.2% | +66.9% | -71.2% | -5.0% |
| 1Y | +3.0% | +58.3% | -55.2% | +2.3% |
| 3Y | +109.1% | +145.1% | -36.0% | +106.2% |
| 5Y | +121.6% | +114.2% | +7.4% | +118.5% |
| 10Y | +212.2% | +576.6% | -364.3% | +202.7% |
| All | +755.2% | +728.6% | +26.6% | +708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling