+147.8%
GE vs NTAP
+591.7%
-443.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -11.9% | -7.5% | -4.4% | -9.5% |
| 3M | +1.8% | +14.6% | -12.8% | -3.5% |
| 6M | -0.6% | +91.0% | -91.6% | -24.1% |
| YTD | +5.5% | +73.7% | -68.2% | -17.0% |
| 1Y | +15.0% | +51.2% | -36.3% | -4.8% |
| 3Y | +269.5% | +146.1% | +123.4% | +141.3% |
| 5Y | +422.4% | +122.8% | +299.6% | +248.8% |
| All | +147.8% | +591.7% | -443.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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