+68.1%
NTAP vs GAP
+10.4%
+57.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.4% |
| 7D | -16.1% | +8.0% | -24.0% | -15.8% |
| 30D | -15.9% | +2.7% | -18.6% | -15.8% |
| 3M | -1.2% | +16.0% | -17.3% | -0.6% |
| 6M | +70.1% | +2.0% | +68.0% | +67.1% |
| YTD | +77.9% | -4.4% | +82.4% | +74.9% |
| 1Y | +68.1% | +9.2% | +58.9% | +58.4% |
| All | +68.1% | +10.4% | +57.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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