+625.8%
NTAP vs GPN
+28.2%
+597.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +7.4% | -4.6% | +12.0% | +9.3% |
| 30D | -1.4% | -0.3% | -1.1% | -1.6% |
| 3M | +24.6% | +35.4% | -10.9% | +8.9% |
| 6M | +105.9% | +21.7% | +84.2% | +86.5% |
| YTD | +88.5% | +14.9% | +73.6% | +73.6% |
| 1Y | +62.1% | +3.2% | +58.9% | +55.4% |
| 3Y | +169.1% | -27.1% | +196.2% | +187.1% |
| 5Y | +141.9% | -44.4% | +186.2% | +181.5% |
| All | +625.8% | +28.2% | +597.6% | +495.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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