+17,983.5%
NTAP vs GPC
+1,172.6%
+16,810.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | -15.1% | +1.6% | -16.6% | -16.0% |
| 30D | -28.1% | -2.1% | -26.0% | -27.7% |
| 3M | -11.4% | -6.8% | -4.6% | -8.7% |
| 6M | +52.2% | +18.6% | +33.6% | +32.4% |
| YTD | +60.4% | +2.7% | +57.7% | +50.3% |
| 1Y | +51.0% | +1.8% | +49.2% | +42.0% |
| 3Y | +135.6% | +1.1% | +134.5% | +108.4% |
| 5Y | +107.5% | +4.1% | +103.5% | +74.4% |
| 10Y | +608.6% | +88.2% | +520.4% | +262.5% |
| All | +17,983.5% | +1,172.6% | +16,810.9% | +2,408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling