+486.7%
GS vs NTAP
+591.8%
-105.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.2% | -15.1% | +11.8% | +2.6% |
| 30D | -2.4% | -28.1% | +25.7% | +9.7% |
| 3M | -15.7% | -11.4% | -4.3% | -12.9% |
| 6M | -6.8% | +52.2% | -59.0% | -23.4% |
| YTD | -0.1% | +60.4% | -60.5% | -20.2% |
| 1Y | +12.1% | +51.0% | -38.9% | -8.4% |
| 3Y | +185.8% | +135.6% | +50.2% | +86.5% |
| 5Y | +140.1% | +107.5% | +32.6% | +61.9% |
| All | +486.7% | +591.8% | -105.1% | +147.6% |
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