+2,064.0%
GS vs NTAP
+1,999.5%
+64.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -1.6% | -0.5% | -1.0% | -1.6% |
| 3M | -4.5% | +4.1% | -8.5% | -5.8% |
| 6M | +20.9% | +88.0% | -67.1% | +0.3% |
| YTD | +19.9% | +75.6% | -55.7% | +1.1% |
| 1Y | +41.4% | +58.9% | -17.5% | +22.3% |
| 3Y | +239.2% | +153.6% | +85.6% | +153.9% |
| 5Y | +185.0% | +127.6% | +57.4% | +117.7% |
| 10Y | +655.0% | +580.4% | +74.6% | +317.5% |
| All | +2,064.0% | +1,999.5% | +64.5% | +591.5% |
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