+867.9%
GLW vs NTAP
+581.2%
+286.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | +16.9% | +2.2% | +14.7% | +15.8% |
| 30D | +7.0% | -7.0% | +14.0% | +10.5% |
| 3M | -3.0% | +12.3% | -15.3% | -8.1% |
| 6M | +31.0% | +85.1% | -54.1% | -3.4% |
| YTD | +93.4% | +74.8% | +18.6% | +45.8% |
| 1Y | +134.7% | +52.7% | +82.1% | +88.4% |
| 3Y | +471.8% | +147.7% | +324.1% | +249.6% |
| 5Y | +394.5% | +124.8% | +269.7% | +210.1% |
| 10Y | +867.9% | +589.7% | +278.2% | +255.1% |
| All | +867.9% | +581.2% | +286.8% | +255.1% |
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 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