+127.8%
NTAP vs GRMN
+125.4%
+2.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.2% | +3.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -23.4% | +10.2% | -33.6% | -26.3% |
| 3M | -7.5% | -4.7% | -2.8% | -6.1% |
| 6M | +56.4% | +22.3% | +34.1% | +43.0% |
| YTD | +73.6% | +46.7% | +27.0% | +46.0% |
| 1Y | +68.4% | +49.6% | +18.7% | +40.4% |
| 3Y | +150.6% | +165.3% | -14.7% | +51.0% |
| All | +127.8% | +125.4% | +2.4% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling