+107.8%
NTAP vs GD
+97.4%
+10.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.3% | -7.4% | -8.9% |
| 7D | -22.5% | -3.9% | -18.5% | -21.3% |
| 30D | -25.7% | +8.1% | -33.8% | -27.9% |
| 3M | -9.0% | -6.8% | -2.3% | -6.6% |
| 6M | +49.2% | +3.0% | +46.2% | +46.9% |
| YTD | +60.6% | +7.8% | +52.8% | +54.8% |
| 1Y | +48.7% | +5.8% | +42.9% | +44.4% |
| 3Y | +135.6% | +55.3% | +80.3% | +92.0% |
| 5Y | +107.8% | +96.7% | +11.1% | +46.3% |
| All | +107.8% | +97.4% | +10.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling