+908.6%
NVDA vs GTLB
-49.8%
+958.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.8% |
| 7D | -4.3% | -4.1% | -0.2% | -3.3% |
| 30D | +0.5% | +12.3% | -11.8% | -2.9% |
| 3M | +9.1% | +65.9% | -56.8% | -6.4% |
| 6M | +18.5% | +104.0% | -85.5% | -5.9% |
| YTD | +17.4% | +26.0% | -8.7% | +6.0% |
| 1Y | +23.4% | -3.5% | +26.9% | +19.4% |
| 3Y | +380.6% | -9.6% | +390.2% | +344.8% |
| All | +908.6% | -49.8% | +958.4% | +822.9% |
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