+567.8%
NTAP vs GWRE
+749.2%
-181.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -0.9% |
| 7D | +2.2% | -26.2% | +28.4% | +10.1% |
| 30D | -7.0% | -17.8% | +10.7% | -3.2% |
| 3M | +12.3% | +14.2% | -1.9% | +5.1% |
| 6M | +85.1% | -12.9% | +98.0% | +85.6% |
| YTD | +74.8% | -29.2% | +104.0% | +84.8% |
| 1Y | +52.7% | -44.4% | +97.1% | +72.9% |
| 3Y | +147.7% | +51.1% | +96.6% | +99.6% |
| 5Y | +124.8% | +16.5% | +108.3% | +90.2% |
| 10Y | +589.7% | +131.6% | +458.1% | +379.3% |
| All | +567.8% | +749.2% | -181.4% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling