+526.0%
GLW vs NTAP
+583.1%
-57.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.1% |
| 7D | +7.7% | +7.2% | +0.5% | +4.5% |
| 30D | -18.8% | -18.4% | -0.5% | -10.7% |
| 3M | -27.7% | -11.3% | -16.4% | -23.4% |
| 6M | -44.4% | +53.8% | -98.2% | -55.1% |
| YTD | +31.3% | +72.0% | -40.7% | -0.1% |
| 1Y | +40.0% | +68.0% | -28.0% | +7.8% |
| 3Y | +339.2% | +149.5% | +189.8% | +167.7% |
| 5Y | +229.2% | +125.6% | +103.6% | +106.3% |
| All | +526.0% | +583.1% | -57.2% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling