+158.6%
GE vs NTAP
+597.8%
-439.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.6% | +0.1% |
| 7D | +4.0% | -2.4% | +6.5% | +4.8% |
| 30D | +11.1% | -23.4% | +34.5% | +20.7% |
| 3M | -6.7% | -7.5% | +0.8% | -5.5% |
| 6M | +14.3% | +56.4% | -42.1% | -6.5% |
| YTD | +11.7% | +73.6% | -61.9% | -13.4% |
| 1Y | +10.9% | +68.4% | -57.5% | -13.2% |
| 3Y | +279.0% | +150.6% | +128.4% | +141.8% |
| 5Y | +427.0% | +122.5% | +304.5% | +246.9% |
| 10Y | +158.6% | +589.7% | -431.2% | +22.6% |
| All | +158.6% | +597.8% | -439.2% | +22.6% |
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