+19,691.7%
NTAP vs GSK
+581.6%
+19,110.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -0.5% | -2.2% | +1.6% | +0.1% |
| 3M | +4.1% | -1.8% | +5.9% | +4.1% |
| 6M | +88.0% | -10.6% | +98.6% | +94.2% |
| YTD | +75.6% | +4.4% | +71.1% | +69.9% |
| 1Y | +58.9% | +30.4% | +28.5% | +39.5% |
| 3Y | +153.6% | +60.1% | +93.5% | +96.8% |
| 5Y | +127.6% | +46.8% | +80.9% | +79.5% |
| 10Y | +580.4% | +79.2% | +501.2% | +380.2% |
| All | +19,691.7% | +581.6% | +19,110.2% | +9,757.7% |
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