+169.1%
NTAP vs GFI
+287.6%
-118.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.3% | +9.8% | +8.6% |
| 7D | +7.4% | -4.9% | +12.2% | +7.6% |
| 30D | -1.4% | +10.7% | -12.1% | -1.9% |
| 3M | +24.6% | +25.6% | -1.1% | +23.0% |
| 6M | +105.9% | -8.3% | +114.1% | +106.1% |
| YTD | +88.5% | +6.3% | +82.2% | +86.9% |
| 1Y | +62.1% | +22.1% | +40.0% | +58.9% |
| 3Y | +169.1% | +289.2% | -120.1% | +132.6% |
| All | +169.1% | +287.6% | -118.6% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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