-22.5%
GIS vs NTAP
+65.9%
-88.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.1% |
| 7D | -3.4% | +7.2% | -10.6% | -2.6% |
| 30D | +6.9% | -18.4% | +25.3% | +5.3% |
| 3M | -10.1% | -11.3% | +1.2% | -10.9% |
| 6M | +5.9% | +53.8% | -47.9% | +5.2% |
| YTD | -21.1% | +72.0% | -93.1% | -21.8% |
| 1Y | -22.5% | +68.0% | -90.5% | -23.7% |
| All | -22.5% | +65.9% | -88.4% | -23.7% |
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