+169.7%
NTAP vs GLDM
+219.1%
-49.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -15.1% | +4.7% | -19.7% | -15.4% |
| 30D | -28.1% | -0.9% | -27.2% | -28.0% |
| 3M | -11.4% | -4.3% | -7.1% | -11.2% |
| 6M | +52.2% | -13.4% | +65.6% | +53.3% |
| YTD | +60.4% | -5.8% | +66.2% | +61.1% |
| 1Y | +51.0% | +2.1% | +48.9% | +51.0% |
| 3Y | +135.6% | +105.0% | +30.5% | +124.2% |
| 5Y | +107.5% | +122.5% | -15.0% | +95.0% |
| All | +169.7% | +219.1% | -49.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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