+124.8%
NTAP vs GME
-55.8%
+180.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.7% |
| 7D | +2.2% | +4.8% | -2.7% | +1.9% |
| 30D | -7.0% | +5.9% | -12.9% | -7.4% |
| 3M | +12.3% | -10.7% | +23.0% | +13.0% |
| 6M | +85.1% | -19.8% | +104.9% | +87.2% |
| YTD | +74.8% | -0.9% | +75.7% | +74.4% |
| 1Y | +52.7% | -15.7% | +68.4% | +53.7% |
| 3Y | +147.7% | +12.3% | +135.3% | +121.2% |
| 5Y | +124.8% | -60.1% | +184.8% | +105.8% |
| All | +124.8% | -55.8% | +180.6% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling