+195.2%
NTAP vs GLDM
+248.1%
-53.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.5% | +4.4% | -4.9% | -0.9% |
| 3M | +4.1% | -1.1% | +5.1% | +4.0% |
| 6M | +88.0% | -13.7% | +101.6% | +89.1% |
| YTD | +75.6% | +2.8% | +72.8% | +75.3% |
| 1Y | +58.9% | +24.8% | +34.1% | +56.8% |
| 3Y | +153.6% | +127.8% | +25.8% | +139.9% |
| 5Y | +127.6% | +141.1% | -13.5% | +112.7% |
| All | +195.2% | +248.1% | -53.0% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling