+68.1%
NTAP vs GWRE
-24.5%
+92.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.6% | -2.4% |
| 7D | -16.1% | +2.2% | -18.3% | -16.4% |
| 30D | -15.9% | +4.5% | -20.5% | -16.8% |
| 3M | -1.2% | +6.4% | -7.7% | -4.2% |
| 6M | +70.1% | +18.8% | +51.2% | +60.2% |
| YTD | +77.9% | -15.1% | +93.1% | +73.8% |
| 1Y | +68.1% | -23.4% | +91.5% | +73.7% |
| All | +68.1% | -24.5% | +92.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling