+68.4%
NTAP vs GGLL
-15.6%
+84.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.6% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | -23.4% | -33.1% | +9.7% | -21.2% |
| 3M | -7.5% | -31.2% | +23.7% | -5.1% |
| 6M | +56.4% | -49.4% | +105.7% | +61.5% |
| YTD | +73.6% | -26.8% | +100.5% | +72.9% |
| 1Y | +68.4% | -17.7% | +86.1% | +64.8% |
| All | +68.4% | -15.6% | +84.0% | +64.8% |
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