+140.5%
NTAP vs GTLB
-50.1%
+190.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.6% |
| 7D | +7.4% | -5.7% | +13.1% | +8.3% |
| 30D | -1.4% | +15.1% | -16.5% | -3.9% |
| 3M | +24.6% | +65.5% | -40.9% | +14.2% |
| 6M | +105.9% | +102.9% | +3.0% | +82.4% |
| YTD | +88.5% | +25.2% | +63.3% | +78.6% |
| 1Y | +62.1% | -5.5% | +67.6% | +59.4% |
| 3Y | +169.1% | -10.9% | +179.9% | +158.3% |
| All | +140.5% | -50.1% | +190.6% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling