+1,196.6%
NTAP vs GME
+1,477.0%
-280.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -2.4% | +1.6% | -4.1% | -2.5% |
| 30D | -23.4% | -6.2% | -17.3% | -23.0% |
| 3M | -7.5% | +35.8% | -43.3% | -10.4% |
| 6M | +56.4% | +10.3% | +46.1% | +54.3% |
| YTD | +73.6% | +27.2% | +46.4% | +68.6% |
| 1Y | +68.4% | +19.1% | +49.3% | +64.5% |
| 3Y | +150.6% | +103.7% | +46.8% | +103.8% |
| 5Y | +122.5% | -50.0% | +172.4% | +95.6% |
| 10Y | +589.7% | +471.4% | +118.3% | +84.8% |
| All | +1,196.6% | +1,477.0% | -280.4% | +96.5% |
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 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