+129.5%
NTAP vs GFS
-2.1%
+131.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.8% |
| 7D | +2.2% | +4.5% | -2.3% | +1.0% |
| 30D | -7.0% | -8.2% | +1.2% | -5.1% |
| 3M | +12.3% | -38.9% | +51.2% | +25.9% |
| 6M | +85.1% | -2.9% | +88.0% | +80.5% |
| YTD | +74.8% | +31.8% | +43.0% | +54.7% |
| 1Y | +52.7% | +43.1% | +9.5% | +31.6% |
| 3Y | +147.7% | -20.6% | +168.3% | +140.1% |
| All | +129.5% | -2.1% | +131.6% | +115.5% |
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