-20.1%
NVDL vs GTLB
+6.1%
-26.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -14.0% | -9.7% | -4.4% | -13.1% |
| 30D | -31.2% | +1.7% | -32.9% | -31.3% |
| 3M | -15.5% | +43.6% | -59.1% | -18.1% |
| 6M | -10.3% | +113.0% | -123.2% | -15.5% |
| YTD | -5.8% | +39.5% | -45.3% | -2.9% |
| 1Y | -20.1% | +12.6% | -32.7% | -13.0% |
| All | -20.1% | +6.1% | -26.2% | -13.0% |
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 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