-99.1%
NVD vs GTLB
+5.3%
-104.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +5.4% |
| 7D | +9.0% | -4.1% | +13.1% | +7.2% |
| 30D | -5.5% | +12.3% | -17.8% | +0.7% |
| 3M | -24.6% | +65.9% | -90.5% | -5.1% |
| 6M | -42.1% | +104.0% | -146.0% | -18.1% |
| YTD | -44.3% | +26.0% | -70.4% | -38.4% |
| 1Y | -54.2% | -3.5% | -50.7% | -55.5% |
| 3Y | -99.1% | -9.6% | -89.5% | -98.9% |
| All | -99.1% | +5.3% | -104.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling