+444.8%
NVDA vs GTLB
-62.5%
+507.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -12.7% | -0.7% | -12.0% | -12.5% |
| 30D | -26.4% | -10.2% | -16.2% | -24.2% |
| 3M | -27.6% | +10.1% | -37.7% | -30.0% |
| 6M | -27.7% | +116.5% | -144.2% | -43.3% |
| YTD | -12.5% | +27.2% | -39.7% | -21.7% |
| 1Y | -12.6% | +8.6% | -21.2% | -18.4% |
| 3Y | +235.9% | +5.6% | +230.4% | +195.6% |
| All | +444.8% | -62.5% | +507.3% | +423.3% |
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 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