+576.6%
NTAP vs GPC
+93.7%
+482.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.7% | +3.1% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | -25.8% | -1.1% | -24.7% | -25.7% |
| 3M | -6.9% | -6.6% | -0.3% | -4.8% |
| 6M | +50.0% | +22.2% | +27.8% | +34.3% |
| YTD | +66.9% | +5.1% | +61.9% | +58.6% |
| 1Y | +58.3% | +2.8% | +55.5% | +51.7% |
| 3Y | +145.1% | +2.4% | +142.8% | +124.8% |
| 5Y | +114.2% | +7.8% | +106.4% | +86.5% |
| 10Y | +576.6% | +87.2% | +489.3% | +347.1% |
| All | +576.6% | +93.7% | +482.8% | +347.1% |
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