+124.8%
NTAP vs GSK
+47.3%
+77.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +2.2% | -3.6% | +5.8% | +2.5% |
| 30D | -7.0% | -5.9% | -1.1% | -6.6% |
| 3M | +12.3% | -4.3% | +16.6% | +12.5% |
| 6M | +85.1% | -10.8% | +95.9% | +86.8% |
| YTD | +74.8% | +1.8% | +73.0% | +73.4% |
| 1Y | +52.7% | +23.5% | +29.2% | +47.9% |
| 3Y | +147.7% | +49.5% | +98.1% | +130.2% |
| 5Y | +124.8% | +49.7% | +75.1% | +104.6% |
| All | +124.8% | +47.3% | +77.5% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling