+119.3%
NTAP vs GTLB
-49.4%
+168.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | +7.2% | -0.7% | +7.9% | +7.3% |
| 30D | -18.4% | -10.2% | -8.2% | -16.9% |
| 3M | -11.3% | +10.1% | -21.4% | -13.0% |
| 6M | +53.8% | +116.5% | -62.7% | +35.5% |
| YTD | +72.0% | +27.2% | +44.8% | +62.4% |
| 1Y | +68.0% | +8.6% | +59.5% | +62.2% |
| 3Y | +149.5% | +5.6% | +143.9% | +134.7% |
| 5Y | +125.6% | -61.8% | +187.4% | +125.2% |
| All | +119.3% | -49.4% | +168.7% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling