+123.9%
NTAP vs GTLB
-47.1%
+171.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -0.8% | +11.1% | -11.8% | -2.5% |
| 30D | -0.5% | +37.8% | -38.3% | -5.8% |
| 3M | +4.1% | +61.6% | -57.5% | -4.2% |
| 6M | +88.0% | +98.9% | -11.0% | +67.0% |
| YTD | +75.6% | +32.8% | +42.8% | +64.9% |
| 1Y | +58.9% | +14.7% | +44.3% | +51.8% |
| 3Y | +153.6% | +1.3% | +152.2% | +139.2% |
| All | +123.9% | -47.1% | +171.1% | +111.7% |
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