+39.3%
GEHC vs NTAP
+210.1%
-170.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.9% |
| 7D | +0.8% | +7.2% | -6.4% | -0.6% |
| 30D | +21.3% | -18.4% | +39.7% | +25.7% |
| 3M | +12.6% | -11.3% | +23.9% | +14.1% |
| 6M | +34.3% | +53.8% | -19.5% | +14.6% |
| YTD | +1.4% | +72.0% | -70.5% | -17.2% |
| 1Y | +12.5% | +68.0% | -55.6% | -7.6% |
| 3Y | +19.2% | +149.5% | -130.3% | -15.5% |
| All | +39.3% | +210.1% | -170.8% | -11.7% |
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