+438.8%
GS vs NTAP
+583.1%
-144.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.3% |
| 7D | +5.9% | +7.2% | -1.3% | +3.1% |
| 30D | +4.3% | -18.4% | +22.7% | +11.9% |
| 3M | -11.7% | -11.3% | -0.3% | -8.6% |
| 6M | -3.2% | +53.8% | -56.9% | -20.5% |
| YTD | +5.8% | +72.0% | -66.2% | -17.6% |
| 1Y | +16.0% | +68.0% | -52.0% | -8.9% |
| 3Y | +199.8% | +149.5% | +50.3% | +91.9% |
| 5Y | +155.5% | +125.6% | +29.9% | +67.2% |
| All | +438.8% | +583.1% | -144.3% | +134.1% |
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