+85.1%
NTAP vs GWRE
-14.5%
+99.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.5% |
| 7D | +2.2% | -26.2% | +28.4% | +6.9% |
| 30D | -7.0% | -17.8% | +10.7% | -5.2% |
| 3M | +12.3% | +14.2% | -1.9% | +5.1% |
| 6M | +85.1% | -12.9% | +98.0% | +87.7% |
| All | +85.1% | -14.5% | +99.6% | +87.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling