+35.4%
GLW vs NTAP
+70.2%
-34.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +15.5% | +9.9% | +5.7% | +10.9% |
| 30D | -19.6% | -22.1% | +2.6% | -11.3% |
| 3M | -28.5% | -7.7% | -20.8% | -25.8% |
| 6M | -39.5% | +60.9% | -100.5% | -47.6% |
| YTD | +37.2% | +76.4% | -39.2% | +13.8% |
| 1Y | +35.4% | +69.3% | -33.9% | +18.6% |
| All | +35.4% | +70.2% | -34.8% | +18.6% |
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