+127.8%
NTAP vs GFS
-22.7%
+150.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +2.5% |
| 7D | -2.4% | +6.2% | -8.6% | -4.0% |
| 30D | -23.4% | -11.4% | -12.1% | -21.0% |
| 3M | -7.5% | -15.5% | +7.9% | -3.6% |
| 6M | +56.4% | -42.6% | +99.0% | +77.1% |
| YTD | +73.6% | +23.2% | +50.4% | +55.6% |
| 1Y | +68.4% | +23.6% | +44.8% | +50.6% |
| 3Y | +150.6% | -17.2% | +167.8% | +140.0% |
| All | +127.8% | -22.7% | +150.4% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling