+230.7%
GM vs NTAP
+380.1%
-149.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.9% |
| 30D | -4.6% | -7.0% | +2.5% | -2.1% |
| 3M | +0.2% | +12.3% | -12.1% | -4.9% |
| 6M | +12.6% | +85.1% | -72.5% | -14.4% |
| YTD | +3.7% | +74.8% | -71.1% | -19.7% |
| 1Y | +45.6% | +52.7% | -7.0% | +18.8% |
| 3Y | +162.0% | +147.7% | +14.3% | +66.1% |
| 5Y | +80.5% | +124.8% | -44.3% | +18.4% |
| 10Y | +231.3% | +589.7% | -358.4% | +32.6% |
| All | +230.7% | +380.1% | -149.4% | +40.4% |
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