+625.8%
NTAP vs GDDY
+207.2%
+418.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.8% | +8.0% |
| 7D | +7.4% | -3.2% | +10.6% | +8.2% |
| 30D | -1.4% | +6.8% | -8.2% | -4.0% |
| 3M | +24.6% | +30.5% | -5.9% | +11.6% |
| 6M | +105.9% | +13.3% | +92.6% | +91.4% |
| YTD | +88.5% | -21.0% | +109.5% | +97.1% |
| 1Y | +62.1% | -34.0% | +96.1% | +80.5% |
| 3Y | +169.1% | +33.1% | +136.0% | +125.3% |
| 5Y | +141.9% | +30.3% | +111.5% | +99.7% |
| All | +625.8% | +207.2% | +418.5% | +318.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling