+143.4%
NTAP vs GNRC
-58.7%
+202.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.9% | +5.6% | +7.9% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | -1.4% | -15.7% | +14.4% | +2.3% |
| 3M | +24.6% | -27.3% | +51.9% | +32.5% |
| 6M | +105.9% | -12.1% | +117.9% | +108.6% |
| YTD | +88.5% | +37.1% | +51.4% | +71.6% |
| 1Y | +62.1% | -0.5% | +62.6% | +57.7% |
| 3Y | +169.1% | +61.5% | +107.5% | +129.7% |
| All | +143.4% | -58.7% | +202.1% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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