+168.5%
NTAP vs GH
+473.1%
-304.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -1.0% | -1.2% | +0.3% | -0.8% |
| 30D | -7.5% | -3.7% | -3.8% | -7.1% |
| 3M | +14.6% | +21.7% | -7.0% | +11.3% |
| 6M | +91.0% | +75.7% | +15.3% | +75.7% |
| YTD | +73.7% | +55.7% | +18.0% | +61.9% |
| 1Y | +51.2% | +181.1% | -129.9% | +29.1% |
| 3Y | +146.1% | +371.6% | -225.5% | +87.0% |
| 5Y | +122.8% | +23.2% | +99.6% | +91.5% |
| All | +168.5% | +473.1% | -304.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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