+192.3%
NTAP vs GGLL
+328.4%
-136.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | -0.2% | -9.7% | +9.5% | +1.3% |
| 3M | +11.4% | -18.0% | +29.4% | +13.9% |
| 6M | +88.7% | +15.3% | +73.4% | +79.0% |
| YTD | +78.9% | +2.2% | +76.7% | +73.1% |
| 1Y | +58.8% | +73.1% | -14.3% | +38.1% |
| 3Y | +153.5% | +242.7% | -89.2% | +84.5% |
| All | +192.3% | +328.4% | -136.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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