+410.2%
GE vs NTAP
+114.4%
+295.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +5.4% | -7.8% | +13.1% | +7.7% |
| 30D | +9.6% | -25.8% | +35.4% | +18.4% |
| 3M | -7.7% | -11.2% | +3.5% | -5.6% |
| 6M | +14.0% | +49.9% | -35.9% | -3.1% |
| YTD | +10.2% | +66.9% | -56.7% | -11.0% |
| 1Y | +8.9% | +58.8% | -49.9% | -10.5% |
| 3Y | +273.7% | +140.8% | +132.8% | +142.9% |
| 5Y | +410.2% | +115.0% | +295.2% | +232.9% |
| All | +410.2% | +114.4% | +295.8% | +232.9% |
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