+589.7%
NTAP vs GAP
+7.3%
+582.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.5% |
| 7D | -2.4% | -9.3% | +6.9% | -0.4% |
| 30D | -23.4% | -5.5% | -18.0% | -22.7% |
| 3M | -7.5% | +3.5% | -11.0% | -8.6% |
| 6M | +56.4% | +0.7% | +55.7% | +53.3% |
| YTD | +73.6% | -13.4% | +87.0% | +74.4% |
| 1Y | +68.4% | -7.7% | +76.0% | +66.5% |
| 3Y | +150.6% | +74.4% | +76.2% | +103.1% |
| 5Y | +122.5% | +5.3% | +117.1% | +89.6% |
| 10Y | +589.7% | +4.7% | +585.1% | +409.8% |
| All | +589.7% | +7.3% | +582.4% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling