+1,211.2%
NTAP vs GME
+1,082.6%
+128.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.8% | +7.2% | -8.0% | -1.4% |
| 30D | -0.5% | +0.8% | -1.3% | -0.6% |
| 3M | +4.1% | -14.0% | +18.0% | +5.4% |
| 6M | +88.0% | -19.7% | +107.7% | +91.2% |
| YTD | +75.6% | -4.6% | +80.2% | +75.6% |
| 1Y | +58.9% | -14.3% | +73.3% | +60.3% |
| 3Y | +153.6% | +4.0% | +149.6% | +120.7% |
| 5Y | +127.6% | -62.2% | +189.8% | +105.4% |
| 10Y | +580.4% | +241.4% | +339.0% | +101.3% |
| All | +1,211.2% | +1,082.6% | +128.6% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling