+143.4%
NTAP vs GPN
-44.7%
+188.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.6% |
| 7D | +7.4% | -4.6% | +12.0% | +8.8% |
| 30D | -1.4% | -0.3% | -1.1% | -1.5% |
| 3M | +24.6% | +35.4% | -10.9% | +12.5% |
| 6M | +105.9% | +21.7% | +84.2% | +91.2% |
| YTD | +88.5% | +14.9% | +73.6% | +77.5% |
| 1Y | +62.1% | +3.2% | +58.9% | +57.5% |
| 3Y | +169.1% | -27.1% | +196.2% | +184.4% |
| All | +143.4% | -44.7% | +188.0% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling