+478.5%
GS vs NTAP
+608.6%
-130.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.2% |
| 7D | +0.8% | -5.0% | +5.8% | +2.7% |
| 30D | +1.2% | -25.8% | +27.0% | +12.5% |
| 3M | -12.4% | -6.9% | -5.5% | -11.1% |
| 6M | -2.3% | +50.0% | -52.3% | -19.1% |
| YTD | +4.6% | +66.9% | -62.3% | -17.7% |
| 1Y | +17.5% | +58.3% | -40.7% | -5.6% |
| 3Y | +202.0% | +145.1% | +56.9% | +94.5% |
| 5Y | +152.4% | +114.2% | +38.2% | +68.4% |
| 10Y | +478.5% | +576.6% | -98.0% | +149.2% |
| All | +478.5% | +608.6% | -130.0% | +149.2% |
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