-12.9%
NVTS vs GTLB
-57.1%
+44.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.7% |
| 7D | +0.5% | -4.1% | +4.5% | +2.0% |
| 30D | -18.0% | +12.3% | -30.3% | -22.6% |
| 3M | -45.6% | +65.9% | -111.5% | -56.8% |
| 6M | +28.5% | +104.0% | -75.5% | -9.7% |
| YTD | +56.2% | +26.0% | +30.1% | +34.0% |
| 1Y | +97.7% | -3.5% | +101.2% | +88.8% |
| 3Y | +35.0% | -9.6% | +44.6% | +27.8% |
| All | -12.9% | -57.1% | +44.2% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling