+2,622.7%
NVDL vs GTLB
-10.4%
+2,633.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -0.8% | -6.6% | +5.7% | +1.7% |
| 30D | +3.4% | +13.7% | -10.3% | -1.5% |
| 3M | +8.1% | +52.9% | -44.8% | -9.4% |
| 6M | +31.9% | +88.5% | -56.6% | -0.9% |
| YTD | +21.1% | +23.4% | -2.3% | +7.1% |
| 1Y | +34.0% | -3.8% | +37.9% | +30.7% |
| 3Y | +677.9% | -11.5% | +689.4% | +682.1% |
| All | +2,622.7% | -10.4% | +2,633.1% | +2,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling