+125.8%
NTAP vs GFS
-11.4%
+137.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.8% |
| 7D | +7.2% | +7.4% | -0.2% | +5.2% |
| 30D | -18.4% | -15.3% | -3.1% | -14.7% |
| 3M | -11.3% | -21.1% | +9.8% | -6.0% |
| 6M | +53.8% | -44.5% | +98.2% | +75.3% |
| YTD | +72.0% | +19.2% | +52.7% | +56.0% |
| 1Y | +68.0% | +27.2% | +40.8% | +49.6% |
| 3Y | +149.5% | -20.1% | +169.6% | +141.7% |
| 5Y | +125.6% | -25.6% | +151.2% | +121.6% |
| All | +125.8% | -11.4% | +137.2% | +117.3% |
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