+1,710.5%
GS vs NTAP
+1,820.5%
-109.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.7% | +3.4% | -3.7% |
| 7D | -6.3% | -22.5% | +16.1% | +0.1% |
| 30D | -3.1% | -25.7% | +22.5% | +4.5% |
| 3M | -17.7% | -9.0% | -8.6% | -16.2% |
| 6M | -4.6% | +49.2% | -53.7% | -16.0% |
| YTD | +0.3% | +60.6% | -60.3% | -13.9% |
| 1Y | +11.7% | +48.7% | -36.9% | -2.1% |
| 3Y | +183.6% | +135.6% | +48.0% | +115.3% |
| 5Y | +141.0% | +107.8% | +33.2% | +87.6% |
| 10Y | +507.4% | +609.4% | -102.0% | +231.4% |
| All | +1,710.5% | +1,820.5% | -109.9% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling