+590.2%
NTAP vs GPC
+79.8%
+510.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | +11.4% | +39.2% | -27.8% | -5.1% |
| 6M | +88.7% | +18.2% | +70.4% | +72.3% |
| YTD | +78.9% | +12.1% | +66.8% | +66.2% |
| 1Y | +58.8% | -0.7% | +59.5% | +55.9% |
| 3Y | +153.5% | -1.7% | +155.2% | +138.8% |
| 5Y | +136.7% | +29.3% | +107.4% | +89.0% |
| 10Y | +590.2% | +80.7% | +509.5% | +354.7% |
| All | +590.2% | +79.8% | +510.4% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling