-25.7%
GIS vs NTAP
+140.4%
-166.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | 0.0% |
| 7D | -6.4% | +7.4% | -13.7% | -6.1% |
| 30D | -6.1% | -1.4% | -4.7% | -6.1% |
| 3M | +7.8% | +24.6% | -16.7% | +8.6% |
| 6M | -8.8% | +105.9% | -114.7% | -7.0% |
| YTD | -19.1% | +88.5% | -107.6% | -17.7% |
| 1Y | -24.8% | +62.1% | -86.9% | -23.7% |
| 3Y | -37.6% | +169.1% | -206.6% | -37.0% |
| All | -25.7% | +140.4% | -166.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling