+16.0%
GS vs NTAP
+65.9%
-49.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.9% |
| 7D | +5.9% | +7.2% | -1.3% | +4.2% |
| 30D | +4.3% | -18.4% | +22.7% | +8.5% |
| 3M | -11.7% | -11.3% | -0.3% | -9.9% |
| 6M | -3.2% | +53.8% | -56.9% | -11.7% |
| YTD | +5.8% | +72.0% | -66.2% | -5.5% |
| 1Y | +16.0% | +68.0% | -52.0% | +4.6% |
| All | +16.0% | +65.9% | -49.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling