+169.1%
NTAP vs GDDY
+30.8%
+138.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.8% | +8.3% |
| 7D | +7.4% | -3.2% | +10.6% | +7.8% |
| 30D | -1.4% | +6.8% | -8.2% | -2.8% |
| 3M | +24.6% | +30.5% | -5.9% | +16.3% |
| 6M | +105.9% | +13.3% | +92.6% | +97.2% |
| YTD | +88.5% | -21.0% | +109.5% | +99.6% |
| 1Y | +62.1% | -34.0% | +96.1% | +80.7% |
| 3Y | +169.1% | +33.1% | +136.0% | +146.0% |
| All | +169.1% | +30.8% | +138.3% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling