-54.2%
NVD vs GTLB
-4.2%
-49.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.2% |
| 7D | +10.8% | -5.7% | +16.5% | +10.0% |
| 30D | +0.8% | +15.1% | -14.4% | +2.8% |
| 3M | -20.8% | +65.5% | -86.3% | -16.2% |
| 6M | -41.2% | +102.9% | -144.0% | -35.7% |
| YTD | -44.2% | +25.2% | -69.4% | -45.6% |
| 1Y | -54.2% | -5.5% | -48.6% | -58.6% |
| All | -54.2% | -4.2% | -49.9% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling