+436.7%
GE vs NTAP
+135.7%
+301.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +1.2% | +3.3% | -2.1% | +0.2% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | +4.1% | +11.4% | -7.3% | +0.4% |
| 6M | +3.9% | +88.7% | -84.7% | -17.9% |
| YTD | +9.0% | +78.9% | -69.9% | -12.6% |
| 1Y | +21.9% | +58.8% | -36.9% | +2.0% |
| 3Y | +281.8% | +153.5% | +128.3% | +148.8% |
| 5Y | +436.7% | +136.7% | +300.0% | +242.4% |
| All | +436.7% | +135.7% | +301.1% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling