+40.6%
NVDL vs GTLB
+14.4%
+26.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | +11.7% | +11.1% | +0.6% | +10.3% |
| 30D | +7.8% | +37.8% | -30.0% | +4.4% |
| 3M | +3.3% | +61.6% | -58.3% | -1.6% |
| 6M | +38.9% | +98.9% | -60.0% | +28.9% |
| YTD | +28.5% | +32.8% | -4.3% | +30.6% |
| 1Y | +40.6% | +14.7% | +25.9% | +57.8% |
| All | +40.6% | +14.4% | +26.2% | +57.8% |
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