+568.6%
NTAP vs GPC
+75.5%
+493.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.4% |
| 7D | -2.4% | -2.1% | -0.3% | -1.5% |
| 30D | -23.4% | -4.5% | -18.9% | -22.2% |
| 3M | -7.5% | -7.7% | +0.2% | -5.0% |
| 6M | +56.4% | +24.3% | +32.1% | +38.8% |
| YTD | +73.6% | +3.5% | +70.2% | +66.0% |
| 1Y | +68.4% | +0.7% | +67.6% | +62.9% |
| 3Y | +150.6% | 0.0% | +150.6% | +132.3% |
| 5Y | +122.5% | +5.8% | +116.6% | +95.2% |
| All | +568.6% | +75.5% | +493.1% | +346.5% |
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