+344.6%
NTAP vs GPN
+2,520.1%
-2,175.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | -0.2% | +3.8% | -4.0% | -2.3% |
| 3M | +11.4% | +39.2% | -27.8% | -5.9% |
| 6M | +88.7% | +17.9% | +70.8% | +70.5% |
| YTD | +78.9% | +16.4% | +62.6% | +61.1% |
| 1Y | +58.8% | +3.6% | +55.2% | +50.2% |
| 3Y | +153.5% | -26.7% | +180.2% | +168.8% |
| 5Y | +136.7% | -44.8% | +181.5% | +174.6% |
| 10Y | +590.2% | +24.1% | +566.0% | +397.7% |
| All | +344.6% | +2,520.1% | -2,175.5% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling