+153.5%
NTAP vs GFS
-20.2%
+173.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.3% | +2.6% | +0.6% | +2.6% |
| 30D | -0.2% | -16.4% | +16.2% | +4.1% |
| 3M | +11.4% | -41.6% | +53.0% | +26.3% |
| 6M | +88.7% | -3.7% | +92.4% | +83.4% |
| YTD | +78.9% | +29.3% | +49.6% | +57.2% |
| 1Y | +58.8% | +37.1% | +21.7% | +36.5% |
| 3Y | +153.5% | -22.1% | +175.7% | +139.7% |
| All | +153.5% | -20.2% | +173.7% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling