+231.1%
GM vs NTAP
+650.8%
-419.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.5% | -9.1% | -3.9% |
| 7D | -2.4% | +7.4% | -9.8% | -5.3% |
| 30D | -1.1% | -1.4% | +0.3% | -0.9% |
| 3M | +6.1% | +24.6% | -18.4% | -3.7% |
| 6M | +15.0% | +105.9% | -90.9% | -17.6% |
| YTD | +6.0% | +88.5% | -82.5% | -21.6% |
| 1Y | +47.1% | +62.1% | -15.0% | +15.8% |
| 3Y | +170.5% | +169.1% | +1.4% | +59.1% |
| 5Y | +80.5% | +141.9% | -61.4% | +10.2% |
| All | +231.1% | +650.8% | -419.7% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling