+127.9%
NTAP vs GD
+99.6%
+28.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.2% | +2.7% | +4.5% | +6.2% |
| 30D | -18.4% | +8.6% | -27.0% | -20.9% |
| 3M | -11.3% | -7.1% | -4.3% | -8.9% |
| 6M | +53.8% | +7.5% | +46.3% | +49.0% |
| YTD | +72.0% | +9.9% | +62.1% | +64.6% |
| 1Y | +68.0% | +7.6% | +60.5% | +62.3% |
| 3Y | +149.5% | +56.2% | +93.3% | +102.9% |
| All | +127.9% | +99.6% | +28.4% | +57.6% |
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