+127.9%
NTAP vs GLDM
+107.1%
+20.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | +7.2% | -4.6% | +11.8% | +7.8% |
| 30D | -18.4% | -5.5% | -12.9% | -17.8% |
| 3M | -11.3% | -10.9% | -0.5% | -10.2% |
| 6M | +53.8% | -17.3% | +71.1% | +56.7% |
| YTD | +72.0% | -10.2% | +82.1% | +73.5% |
| 1Y | +68.0% | -6.9% | +75.0% | +68.7% |
| 3Y | +149.5% | +98.7% | +50.8% | +115.6% |
| All | +127.9% | +107.1% | +20.9% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling