+3.4%
GEHC vs NTAP
+153.4%
-150.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -5.2% | +3.3% | -8.4% | -5.9% |
| 30D | -7.0% | -0.2% | -6.8% | -7.1% |
| 3M | +3.3% | +11.4% | -8.1% | +0.1% |
| 6M | -10.0% | +88.7% | -98.7% | -27.3% |
| YTD | -18.5% | +78.9% | -97.4% | -33.2% |
| 1Y | -14.4% | +58.8% | -73.2% | -27.1% |
| 3Y | +3.4% | +153.5% | -150.1% | -25.7% |
| All | +3.4% | +153.4% | -150.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling