+147.5%
NTAP vs GFS
0.0%
+147.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.4% | +8.0% |
| 7D | +7.4% | +3.8% | +3.5% | +6.4% |
| 30D | -1.4% | -11.7% | +10.3% | +1.8% |
| 3M | +24.6% | -41.8% | +66.3% | +41.7% |
| 6M | +105.9% | +6.6% | +99.3% | +95.9% |
| YTD | +88.5% | +34.6% | +53.9% | +66.0% |
| 1Y | +62.1% | +46.2% | +15.9% | +39.0% |
| 3Y | +169.1% | -20.3% | +189.4% | +160.7% |
| All | +147.5% | 0.0% | +147.5% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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