+2,247.3%
GLW vs NTAP
+22,254.3%
-20,007.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -11.1% | -7.8% | -3.4% | -8.2% |
| 30D | -28.4% | -25.8% | -2.6% | -20.4% |
| 3M | -28.8% | -11.2% | -17.6% | -25.5% |
| 6M | -39.8% | +49.9% | -89.7% | -48.4% |
| YTD | +28.7% | +66.9% | -38.1% | +5.8% |
| 1Y | +27.7% | +58.8% | -31.1% | +6.9% |
| 3Y | +331.3% | +140.8% | +190.5% | +204.3% |
| 5Y | +233.4% | +115.0% | +118.5% | +142.3% |
| 10Y | +521.8% | +570.8% | -49.0% | +193.0% |
| All | +2,247.3% | +22,254.3% | -20,007.0% | +480.5% |
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