+107.8%
NTAP vs GLDM
+126.2%
-18.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.8% | -10.6% | -9.8% |
| 7D | -22.5% | +1.9% | -24.3% | -22.6% |
| 30D | -25.7% | -1.7% | -24.0% | -25.5% |
| 3M | -9.0% | -3.5% | -5.5% | -8.7% |
| 6M | +49.2% | -10.1% | +59.2% | +50.6% |
| YTD | +60.6% | -5.0% | +65.6% | +61.0% |
| 1Y | +48.7% | +2.8% | +45.9% | +47.5% |
| 3Y | +135.6% | +105.1% | +30.5% | +103.0% |
| 5Y | +107.8% | +124.3% | -16.5% | +66.3% |
| All | +107.8% | +126.2% | -18.4% | +66.3% |
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