+19,691.7%
NTAP vs GAP
+488.2%
+19,203.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.8% | -4.5% | +3.7% | +0.5% |
| 30D | -0.5% | +9.0% | -9.6% | -3.4% |
| 3M | +4.1% | +5.0% | -0.9% | +1.8% |
| 6M | +88.0% | -17.8% | +105.8% | +92.9% |
| YTD | +75.6% | -10.4% | +86.0% | +75.2% |
| 1Y | +58.9% | -3.4% | +62.3% | +54.2% |
| 3Y | +153.6% | +111.5% | +42.1% | +75.7% |
| 5Y | +127.6% | +8.8% | +118.8% | +78.1% |
| 10Y | +580.4% | +32.9% | +547.5% | +302.3% |
| All | +19,691.7% | +488.2% | +19,203.5% | +6,302.0% |
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