-99.1%
NVD vs GTLB
+4.6%
-103.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | 0.0% |
| 7D | +10.8% | -5.7% | +16.5% | +8.2% |
| 30D | +0.8% | +15.1% | -14.4% | +8.5% |
| 3M | -20.8% | +65.5% | -86.3% | -0.4% |
| 6M | -41.2% | +102.9% | -144.0% | -17.0% |
| YTD | -44.2% | +25.2% | -69.4% | -38.4% |
| 1Y | -54.2% | -5.5% | -48.6% | -56.0% |
| 3Y | -99.1% | -10.9% | -88.2% | -98.9% |
| All | -99.1% | +4.6% | -103.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling