+128.2%
NTAP vs GTLB
-50.0%
+178.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +2.7% |
| 7D | +3.3% | +4.6% | -1.3% | +2.4% |
| 30D | -0.2% | +21.0% | -21.2% | -3.5% |
| 3M | +11.4% | +51.7% | -40.3% | +3.6% |
| 6M | +88.7% | +89.3% | -0.6% | +68.9% |
| YTD | +78.9% | +25.6% | +53.3% | +69.4% |
| 1Y | +58.8% | -1.5% | +60.4% | +55.2% |
| 3Y | +153.5% | -9.9% | +163.5% | +143.1% |
| All | +128.2% | -50.0% | +178.2% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling