+579.4%
NTAP vs GME
+470.0%
+109.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +9.9% | +6.0% | +3.9% | +9.5% |
| 30D | -22.1% | -5.9% | -16.3% | -21.9% |
| 3M | -7.7% | +38.2% | -45.9% | -9.3% |
| 6M | +60.9% | +14.5% | +46.4% | +59.6% |
| YTD | +76.4% | +27.6% | +48.8% | +73.8% |
| 1Y | +69.3% | +19.9% | +49.4% | +67.3% |
| 3Y | +154.6% | +104.3% | +50.3% | +130.4% |
| 5Y | +131.4% | -49.3% | +180.7% | +117.3% |
| All | +579.4% | +470.0% | +109.5% | +259.2% |
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 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