+816.6%
GLD vs NTAP
+771.4%
+45.1%
-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% | -1.0% | -0.8% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.4% | -0.5% | +4.9% | +4.4% |
| 3M | -1.1% | +4.1% | -5.2% | -1.2% |
| 6M | -13.8% | +88.0% | -101.7% | -14.6% |
| YTD | +2.6% | +75.6% | -72.9% | +1.8% |
| 1Y | +24.5% | +58.9% | -34.4% | +23.6% |
| 3Y | +125.8% | +153.6% | -27.7% | +122.6% |
| 5Y | +137.8% | +127.6% | +10.1% | +134.3% |
| 10Y | +221.4% | +580.4% | -359.0% | +211.7% |
| All | +816.6% | +771.4% | +45.1% | +765.7% |
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