+153.5%
NTAP vs GAP
+113.8%
+39.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.3% | +1.7% | +1.5% | +3.0% |
| 30D | -0.2% | +9.3% | -9.5% | -1.6% |
| 3M | +11.4% | +6.1% | +5.3% | +10.2% |
| 6M | +88.7% | -2.3% | +91.0% | +86.2% |
| YTD | +78.9% | -10.6% | +89.5% | +79.0% |
| 1Y | +58.8% | -4.4% | +63.3% | +56.2% |
| 3Y | +153.5% | +118.3% | +35.2% | +118.7% |
| All | +153.5% | +113.8% | +39.8% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling