+19,601.1%
NTAP vs GFI
+754.6%
+18,846.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +2.2% | +4.7% | -2.5% | +2.0% |
| 30D | -7.0% | +14.4% | -21.5% | -7.6% |
| 3M | +12.3% | +32.5% | -20.2% | +10.8% |
| 6M | +85.1% | -7.2% | +92.3% | +85.0% |
| YTD | +74.8% | +10.9% | +63.9% | +73.0% |
| 1Y | +52.7% | +35.5% | +17.2% | +49.6% |
| 3Y | +147.7% | +312.1% | -164.5% | +129.2% |
| 5Y | +124.8% | +524.6% | -399.8% | +102.3% |
| 10Y | +589.7% | +1,092.7% | -503.0% | +484.1% |
| All | +19,601.1% | +754.6% | +18,846.5% | +24,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling