+589.7%
NTAP vs GSK
+102.0%
+487.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -23.4% | +7.8% | -31.3% | -24.9% |
| 3M | -7.5% | +0.3% | -7.8% | -7.9% |
| 6M | +56.4% | +3.4% | +52.9% | +53.5% |
| YTD | +73.6% | +5.9% | +67.7% | +68.6% |
| 1Y | +68.4% | +8.2% | +60.2% | +62.4% |
| 3Y | +150.6% | +65.3% | +85.3% | +104.3% |
| 5Y | +122.5% | +43.3% | +79.2% | +88.5% |
| 10Y | +589.7% | +102.9% | +486.8% | +401.0% |
| All | +589.7% | +102.0% | +487.8% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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