+143.4%
NTAP vs GWRE
+15.1%
+128.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.4% |
| 7D | +7.4% | -13.2% | +20.6% | +11.1% |
| 30D | -1.4% | -18.6% | +17.2% | +2.5% |
| 3M | +24.6% | +18.9% | +5.7% | +15.2% |
| 6M | +105.9% | -11.0% | +116.8% | +104.9% |
| YTD | +88.5% | -29.9% | +118.4% | +99.5% |
| 1Y | +62.1% | -44.3% | +106.4% | +82.9% |
| 3Y | +169.1% | +51.7% | +117.4% | +109.6% |
| All | +143.4% | +15.1% | +128.3% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling