+68.1%
NTAP vs GME
+15.0%
+53.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.8% |
| 7D | -16.1% | +7.8% | -23.8% | -16.4% |
| 30D | -15.9% | -0.4% | -15.5% | -15.8% |
| 3M | -1.2% | +30.9% | -32.1% | -3.1% |
| 6M | +70.1% | +5.5% | +64.6% | +70.9% |
| YTD | +77.9% | +25.2% | +52.7% | +72.1% |
| 1Y | +68.1% | +14.4% | +53.8% | +63.2% |
| All | +68.1% | +15.0% | +53.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling