+908.2%
NVDA vs GTLB
-50.1%
+958.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -3.6% |
| 30D | -2.5% | +15.1% | -17.6% | -6.4% |
| 3M | +6.7% | +65.5% | -58.8% | -8.4% |
| 6M | +17.6% | +102.9% | -85.3% | -6.4% |
| YTD | +17.3% | +25.2% | -7.9% | +6.1% |
| 1Y | +23.5% | -5.5% | +29.0% | +20.2% |
| 3Y | +384.6% | -10.9% | +395.5% | +350.4% |
| All | +908.2% | -50.1% | +958.4% | +824.3% |
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