+184.9%
NTAP vs GRMN
+6,828.2%
-6,643.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +7.2% | -0.9% | +8.1% | +7.6% |
| 30D | -18.4% | +1.2% | -19.6% | -18.9% |
| 3M | -11.3% | -8.9% | -2.4% | -8.5% |
| 6M | +53.8% | +23.0% | +30.8% | +40.4% |
| YTD | +72.0% | +41.2% | +30.7% | +48.2% |
| 1Y | +68.0% | +47.5% | +20.5% | +42.5% |
| 3Y | +149.5% | +155.8% | -6.3% | +65.9% |
| 5Y | +125.6% | +120.2% | +5.4% | +57.6% |
| 10Y | +583.1% | +629.9% | -46.8% | +210.5% |
| All | +184.9% | +6,828.2% | -6,643.4% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling