+149.5%
NTAP vs GME
+106.8%
+42.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | +7.2% | +2.9% | +4.3% | +7.1% |
| 30D | -18.4% | -4.8% | -13.6% | -18.2% |
| 3M | -11.3% | +39.2% | -50.5% | -12.7% |
| 6M | +53.8% | +17.1% | +36.7% | +52.5% |
| YTD | +72.0% | +28.7% | +43.2% | +69.7% |
| 1Y | +68.0% | +23.3% | +44.7% | +66.1% |
| 3Y | +149.5% | +112.9% | +36.5% | +113.2% |
| All | +149.5% | +106.8% | +42.7% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling