+625.8%
NTAP vs GRMN
+677.8%
-52.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +6.5% |
| 7D | +7.4% | +2.4% | +4.9% | +6.2% |
| 30D | -1.4% | -8.5% | +7.1% | +3.0% |
| 3M | +24.6% | +19.5% | +5.1% | +12.9% |
| 6M | +105.9% | +21.2% | +84.7% | +83.8% |
| YTD | +88.5% | +41.0% | +47.5% | +54.9% |
| 1Y | +62.1% | +19.6% | +42.5% | +44.3% |
| 3Y | +169.1% | +183.8% | -14.7% | +37.1% |
| 5Y | +141.9% | +83.0% | +58.9% | +59.6% |
| All | +625.8% | +677.8% | -52.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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