+86.7%
NTAP vs GLXY
-32.0%
+118.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.2% | -9.1% | +2.5% |
| 7D | -2.4% | +14.3% | -16.7% | -3.9% |
| 30D | -23.4% | -19.6% | -3.8% | -22.3% |
| 3M | -7.5% | -20.7% | +13.1% | -6.4% |
| 6M | +56.4% | -49.6% | +106.0% | +63.3% |
| YTD | +73.6% | -28.6% | +102.2% | +72.6% |
| 1Y | +68.4% | -48.0% | +116.4% | +72.7% |
| All | +86.7% | -32.0% | +118.7% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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