+14.7%
GTLB vs NVDX
+34.6%
-19.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | +11.1% | +11.6% | -0.6% | +10.2% |
| 30D | +37.8% | +7.5% | +30.3% | +36.6% |
| 3M | +61.6% | +2.1% | +59.5% | +61.0% |
| 6M | +98.9% | +35.5% | +63.4% | +90.3% |
| YTD | +32.8% | +24.1% | +8.6% | +26.7% |
| 1Y | +14.7% | +33.0% | -18.3% | +15.5% |
| All | +14.7% | +34.6% | -19.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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