+62.1%
NTAP vs GPN
+4.8%
+57.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.6% |
| 7D | +7.4% | -4.6% | +12.0% | +8.3% |
| 30D | -1.4% | -0.3% | -1.1% | -1.5% |
| 3M | +24.6% | +35.4% | -10.9% | +15.1% |
| 6M | +105.9% | +21.7% | +84.2% | +95.6% |
| YTD | +88.5% | +14.9% | +73.6% | +82.0% |
| 1Y | +62.1% | +3.2% | +58.9% | +61.5% |
| All | +62.1% | +4.8% | +57.3% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling