+172.1%
GM vs NTAP
+144.6%
+27.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -3.4% | -7.5% | +4.1% | -1.9% |
| 3M | +8.7% | +14.6% | -5.9% | +5.0% |
| 6M | +15.4% | +91.0% | -75.6% | -3.2% |
| YTD | +6.6% | +73.7% | -67.1% | -8.6% |
| 1Y | +51.5% | +51.2% | +0.3% | +34.6% |
| All | +172.1% | +144.6% | +27.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling