+3,130.1%
GLW vs NTAP
+23,420.6%
-20,290.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | -0.8% | +4.5% | +4.0% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | -21.8% | +4.1% | -25.9% | -22.8% |
| 6M | +6.9% | +88.0% | -81.1% | -15.8% |
| YTD | +77.2% | +75.6% | +1.6% | +42.5% |
| 1Y | +123.2% | +58.9% | +64.3% | +86.0% |
| 3Y | +400.0% | +153.6% | +246.4% | +245.0% |
| 5Y | +342.8% | +127.6% | +215.2% | +214.3% |
| 10Y | +771.4% | +580.4% | +191.0% | +306.1% |
| All | +3,130.1% | +23,420.6% | -20,290.6% | +682.1% |
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 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