+51.0%
NTAP vs GGLL
-19.4%
+70.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -15.1% | +3.1% | -18.2% | -15.2% |
| 30D | -28.1% | -36.3% | +8.3% | -25.7% |
| 3M | -11.4% | -40.4% | +28.9% | -8.2% |
| 6M | +52.2% | -54.6% | +106.8% | +58.5% |
| YTD | +60.4% | -31.1% | +91.6% | +60.7% |
| 1Y | +51.0% | -19.2% | +70.2% | +48.1% |
| All | +51.0% | -19.4% | +70.4% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling