+457.2%
GS vs NTAP
+575.4%
-118.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -7.8% | +9.3% | +4.6% |
| 30D | +1.7% | -25.8% | +27.5% | +13.0% |
| 3M | -11.6% | -11.2% | -0.3% | -8.6% |
| 6M | -1.9% | +49.9% | -51.8% | -18.7% |
| YTD | +5.1% | +66.9% | -61.8% | -17.3% |
| 1Y | +16.4% | +58.8% | -42.4% | -6.6% |
| 3Y | +199.0% | +140.8% | +58.1% | +94.0% |
| 5Y | +157.4% | +115.0% | +42.4% | +71.6% |
| 10Y | +457.2% | +570.8% | -113.6% | +141.4% |
| All | +457.2% | +575.4% | -118.2% | +141.4% |
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 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