+625.8%
NTAP vs GME
+285.6%
+340.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +8.4% |
| 7D | +7.4% | +10.4% | -3.0% | +6.8% |
| 30D | -1.4% | +14.1% | -15.4% | -2.0% |
| 3M | +24.6% | -4.6% | +29.2% | +24.8% |
| 6M | +105.9% | -13.5% | +119.4% | +107.0% |
| YTD | +88.5% | +5.3% | +83.2% | +87.6% |
| 1Y | +62.1% | -14.9% | +77.0% | +62.9% |
| 3Y | +169.1% | +24.3% | +144.8% | +149.3% |
| 5Y | +141.9% | -55.6% | +197.4% | +128.4% |
| All | +625.8% | +285.6% | +340.2% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling