-6.3%
NVTS vs GTLB
-57.3%
+51.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +3.9% |
| 7D | +9.7% | +4.6% | +5.1% | +7.4% |
| 30D | -13.6% | +21.0% | -34.6% | -21.0% |
| 3M | -51.0% | +51.7% | -102.7% | -59.5% |
| 6M | +46.3% | +89.3% | -42.9% | +6.0% |
| YTD | +68.1% | +25.6% | +42.4% | +44.4% |
| 1Y | +113.9% | -1.5% | +115.4% | +102.6% |
| 3Y | +45.3% | -9.9% | +55.2% | +37.8% |
| All | -6.3% | -57.3% | +51.0% | -19.8% |
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 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