+634.3%
GIS vs NTAP
+23,420.6%
-22,786.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | -0.8% | -7.1% | -7.8% |
| 30D | +6.6% | -0.5% | +7.1% | +6.6% |
| 3M | +21.0% | +4.1% | +16.9% | +20.7% |
| 6M | -9.1% | +88.0% | -97.0% | -11.0% |
| YTD | -13.6% | +75.6% | -89.2% | -15.3% |
| 1Y | -18.0% | +58.9% | -76.9% | -19.4% |
| 3Y | -33.7% | +153.6% | -187.2% | -36.1% |
| 5Y | -19.4% | +127.6% | -147.1% | -22.3% |
| 10Y | -21.3% | +580.4% | -601.6% | -27.3% |
| All | +634.3% | +23,420.6% | -22,786.3% | +521.8% |
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