+589.7%
NTAP vs GD
+174.7%
+415.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | +0.6% | -3.1% | -2.6% |
| 30D | -23.4% | +9.5% | -32.9% | -27.3% |
| 3M | -7.5% | -5.8% | -1.7% | -4.6% |
| 6M | +56.4% | +7.7% | +48.6% | +48.6% |
| YTD | +73.6% | +11.1% | +62.6% | +61.1% |
| 1Y | +68.4% | +6.1% | +62.3% | +60.4% |
| 3Y | +150.6% | +59.8% | +90.8% | +83.0% |
| 5Y | +122.5% | +104.6% | +17.8% | +34.8% |
| 10Y | +589.7% | +170.5% | +419.2% | +251.1% |
| All | +589.7% | +174.7% | +415.0% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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