+149.4%
NTAP vs GTLB
-12.2%
+161.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | +2.2% | -6.6% | +8.8% | +3.6% |
| 30D | -7.0% | +13.7% | -20.8% | -10.0% |
| 3M | +12.3% | +52.9% | -40.6% | +1.6% |
| 6M | +85.1% | +88.5% | -3.4% | +59.7% |
| YTD | +74.8% | +23.4% | +51.3% | +63.0% |
| 1Y | +52.7% | -3.8% | +56.5% | +48.8% |
| All | +149.4% | -12.2% | +161.6% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling