+941.4%
NVDA vs GTLB
-50.0%
+991.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.5% |
| 7D | +3.8% | +4.6% | -0.8% | +2.4% |
| 30D | +0.8% | +21.0% | -20.2% | -4.6% |
| 3M | +8.2% | +51.7% | -43.5% | -4.8% |
| 6M | +27.1% | +89.3% | -62.2% | +3.1% |
| YTD | +21.2% | +25.6% | -4.5% | +9.5% |
| 1Y | +34.3% | -1.5% | +35.8% | +29.2% |
| 3Y | +396.3% | -9.9% | +406.2% | +359.8% |
| All | +941.4% | -50.0% | +991.4% | +854.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling