+587.7%
NTAP vs GDDY
+381.9%
+205.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.4% |
| 7D | -1.0% | -7.0% | +6.0% | +0.8% |
| 30D | -7.5% | +6.2% | -13.7% | -9.6% |
| 3M | +14.6% | +20.0% | -5.4% | +6.5% |
| 6M | +91.0% | +6.8% | +84.2% | +82.2% |
| YTD | +73.7% | -22.3% | +96.0% | +81.1% |
| 1Y | +51.2% | -33.5% | +84.8% | +65.2% |
| 3Y | +146.1% | +29.2% | +116.9% | +114.7% |
| 5Y | +122.8% | +28.1% | +94.8% | +91.9% |
| 10Y | +585.5% | +200.2% | +385.2% | +384.0% |
| All | +587.7% | +381.9% | +205.9% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling