+19,472.4%
NTAP vs GSK
+591.3%
+18,881.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -23.4% | +7.8% | -31.3% | -26.0% |
| 3M | -7.5% | +0.3% | -7.8% | -8.4% |
| 6M | +56.4% | +3.4% | +52.9% | +51.9% |
| YTD | +73.6% | +5.9% | +67.7% | +66.0% |
| 1Y | +68.4% | +8.2% | +60.2% | +59.5% |
| 3Y | +150.6% | +65.3% | +85.3% | +91.2% |
| 5Y | +122.5% | +43.3% | +79.2% | +76.6% |
| 10Y | +589.7% | +102.9% | +486.8% | +358.0% |
| All | +19,472.4% | +591.3% | +18,881.1% | +9,533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling