+58.9%
NTAP vs GTLB
+14.4%
+44.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -0.8% | +11.1% | -11.8% | -3.1% |
| 30D | -0.5% | +37.8% | -38.3% | -7.9% |
| 3M | +4.1% | +61.6% | -57.5% | -7.6% |
| 6M | +88.0% | +98.9% | -11.0% | +59.4% |
| YTD | +75.6% | +32.8% | +42.8% | +59.0% |
| 1Y | +58.9% | +14.7% | +44.3% | +49.4% |
| All | +58.9% | +14.4% | +44.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling