+37.3%
GEHC vs NTAP
+218.1%
-180.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -2.3% | +9.9% | -12.1% | -4.1% |
| 30D | +19.0% | -22.1% | +41.2% | +24.6% |
| 3M | +13.3% | -7.7% | +21.0% | +13.9% |
| 6M | +31.5% | +60.9% | -29.4% | +11.0% |
| YTD | 0.0% | +76.4% | -76.5% | -18.8% |
| 1Y | +9.4% | +69.3% | -60.0% | -10.0% |
| 3Y | +18.3% | +154.6% | -136.3% | -16.3% |
| All | +37.3% | +218.1% | -180.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling