+19,472.4%
NTAP vs GAP
+468.8%
+19,003.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.6% |
| 7D | -2.4% | -9.3% | +6.9% | +0.4% |
| 30D | -23.4% | -5.5% | -18.0% | -22.4% |
| 3M | -7.5% | +3.5% | -11.0% | -9.2% |
| 6M | +56.4% | +0.7% | +55.7% | +52.0% |
| YTD | +73.6% | -13.4% | +87.0% | +74.4% |
| 1Y | +68.4% | -7.7% | +76.0% | +65.5% |
| 3Y | +150.6% | +74.4% | +76.2% | +84.9% |
| 5Y | +122.5% | +5.3% | +117.1% | +76.3% |
| 10Y | +589.7% | +4.7% | +585.1% | +345.3% |
| All | +19,472.4% | +468.8% | +19,003.6% | +6,271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling