+147.5%
NTAP vs GD
+68.4%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -0.8% | -5.3% | +4.5% | +0.8% |
| 30D | -0.5% | -6.4% | +5.9% | +1.5% |
| 3M | +4.1% | +5.7% | -1.6% | +2.2% |
| 6M | +88.0% | -0.9% | +88.9% | +88.8% |
| YTD | +75.6% | +8.2% | +67.4% | +70.8% |
| 1Y | +58.9% | +13.4% | +45.5% | +52.1% |
| All | +147.5% | +68.4% | +79.2% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling