+700.3%
NTAP vs GNRC
+2,077.0%
-1,376.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.8% |
| 7D | +2.2% | +3.2% | -1.0% | +1.4% |
| 30D | -7.0% | -9.5% | +2.5% | -4.9% |
| 3M | +12.3% | -28.5% | +40.9% | +20.5% |
| 6M | +85.1% | -10.0% | +95.1% | +86.6% |
| YTD | +74.8% | +36.7% | +38.0% | +57.8% |
| 1Y | +52.7% | +2.6% | +50.1% | +47.0% |
| 3Y | +147.7% | +61.9% | +85.8% | +107.6% |
| 5Y | +124.8% | -59.0% | +183.8% | +144.5% |
| 10Y | +589.7% | +444.8% | +144.9% | +283.1% |
| All | +700.3% | +2,077.0% | -1,376.6% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling