+127.9%
NTAP vs GH
+45.9%
+82.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.3% |
| 7D | +7.2% | +0.6% | +6.6% | +7.1% |
| 30D | -18.4% | -6.9% | -11.4% | -17.5% |
| 3M | -11.3% | -4.9% | -6.4% | -10.9% |
| 6M | +53.8% | +54.1% | -0.3% | +45.0% |
| YTD | +72.0% | +48.5% | +23.4% | +62.0% |
| 1Y | +68.0% | +61.2% | +6.9% | +56.6% |
| 3Y | +149.5% | +570.3% | -420.9% | +84.6% |
| All | +127.9% | +45.9% | +82.0% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling