+212.6%
GLW vs NTAP
+106.9%
+105.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -13.9% | -15.1% | +1.1% | -7.5% |
| 30D | -35.0% | -28.1% | -6.9% | -25.2% |
| 3M | -32.4% | -11.4% | -20.9% | -28.5% |
| 6M | -41.3% | +52.2% | -93.6% | -51.2% |
| YTD | +21.8% | +60.4% | -38.6% | -1.7% |
| 1Y | +21.8% | +51.0% | -29.2% | +1.1% |
| 3Y | +307.7% | +135.6% | +172.1% | +164.0% |
| All | +212.6% | +106.9% | +105.8% | +104.6% |
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 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