+79.5%
NTAP vs GLXY
-38.3%
+117.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.2% | +3.4% |
| 7D | -5.0% | -0.5% | -4.4% | -5.1% |
| 30D | -25.8% | -28.6% | +2.9% | -23.6% |
| 3M | -6.9% | -28.1% | +21.2% | -4.7% |
| 6M | +50.0% | -52.0% | +102.0% | +57.8% |
| YTD | +66.9% | -35.1% | +102.0% | +67.9% |
| 1Y | +58.3% | -54.0% | +112.3% | +64.7% |
| All | +79.5% | -38.3% | +117.7% | +81.9% |
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