-18.0%
GIS vs NTAP
+61.4%
-79.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | -0.8% | -7.1% | -7.9% |
| 30D | +6.6% | -0.5% | +7.1% | +6.5% |
| 3M | +21.0% | +4.1% | +16.9% | +21.4% |
| 6M | -9.1% | +88.0% | -97.0% | -7.4% |
| YTD | -13.6% | +75.6% | -89.2% | -12.5% |
| 1Y | -18.0% | +58.9% | -76.9% | -18.7% |
| All | -18.0% | +61.4% | -79.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling