+649.9%
NVDL vs GTLB
-10.9%
+660.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -10.3% | -5.7% | -4.6% | -8.1% |
| 30D | -7.1% | +15.1% | -22.3% | -12.6% |
| 3M | +6.6% | +65.5% | -58.9% | -16.4% |
| 6M | +21.1% | +102.9% | -81.8% | -16.5% |
| YTD | +15.2% | +25.2% | -10.0% | +0.1% |
| 1Y | +18.8% | -5.5% | +24.3% | +18.9% |
| 3Y | +649.9% | -10.9% | +660.8% | +690.2% |
| All | +649.9% | -10.9% | +660.8% | +690.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling