+191.9%
NTAP vs GLDM
+212.7%
-20.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.2% | +4.1% |
| 7D | -2.4% | -2.0% | -0.5% | -2.3% |
| 30D | -23.4% | -4.4% | -19.0% | -23.2% |
| 3M | -7.5% | -8.8% | +1.3% | -7.0% |
| 6M | +56.4% | -15.9% | +72.2% | +57.8% |
| YTD | +73.6% | -7.7% | +81.3% | +74.6% |
| 1Y | +68.4% | -3.6% | +72.0% | +68.9% |
| 3Y | +150.6% | +105.2% | +45.3% | +138.8% |
| 5Y | +122.5% | +112.8% | +9.7% | +109.2% |
| All | +191.9% | +212.7% | -20.8% | +225.0% |
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