+60.9%
NTAP vs GSK
+2.0%
+58.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | +9.9% | +0.5% | +9.4% | +10.0% |
| 30D | -22.1% | +9.4% | -31.6% | -17.9% |
| 3M | -7.7% | +1.6% | -9.3% | -5.1% |
| 6M | +60.9% | +1.3% | +59.6% | +70.5% |
| All | +60.9% | +2.0% | +58.9% | +70.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling