+739.4%
GLD vs NTAP
+696.2%
+43.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -15.1% | +19.8% | +4.9% |
| 30D | -0.9% | -28.1% | +27.2% | -0.4% |
| 3M | -4.4% | -11.4% | +7.0% | -4.3% |
| 6M | -13.6% | +52.2% | -65.8% | -14.1% |
| YTD | -6.0% | +60.4% | -66.4% | -6.7% |
| 1Y | +1.8% | +51.0% | -49.2% | +1.1% |
| 3Y | +103.2% | +135.6% | -32.4% | +100.4% |
| 5Y | +119.3% | +107.5% | +11.8% | +116.4% |
| 10Y | +199.5% | +608.6% | -409.1% | +190.2% |
| All | +739.4% | +696.2% | +43.2% | +693.7% |
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 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