+34.4%
NVDA vs GTLB
+14.4%
+19.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +5.9% | +11.1% | -5.2% | +5.2% |
| 30D | +5.1% | +37.8% | -32.7% | +3.3% |
| 3M | +5.4% | +61.6% | -56.2% | +2.7% |
| 6M | +26.0% | +98.9% | -72.9% | +21.2% |
| YTD | +23.7% | +32.8% | -9.1% | +24.5% |
| 1Y | +34.4% | +14.7% | +19.7% | +42.1% |
| All | +34.4% | +14.4% | +19.9% | +42.1% |
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