+68.1%
NTAP vs GDDY
-11.8%
+79.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.4% |
| 7D | -16.1% | +11.1% | -27.1% | -15.5% |
| 30D | -15.9% | +18.6% | -34.6% | -15.3% |
| 3M | -1.2% | +32.8% | -34.1% | -1.0% |
| 6M | +70.1% | +34.0% | +36.0% | +69.1% |
| YTD | +77.9% | -4.6% | +82.6% | +100.6% |
| 1Y | +68.1% | -12.5% | +80.6% | +99.3% |
| All | +68.1% | -11.8% | +79.9% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling