-4.6%
GS vs NTAP
+52.3%
-56.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.7% | +3.4% | -4.4% |
| 7D | -6.3% | -22.5% | +16.1% | -1.8% |
| 30D | -3.1% | -25.7% | +22.5% | +2.2% |
| 3M | -17.7% | -9.0% | -8.6% | -16.3% |
| 6M | -4.6% | +49.2% | -53.7% | -5.7% |
| All | -4.6% | +52.3% | -56.9% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling