+164.6%
GOOGL vs NVD
-99.2%
+263.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.4% |
| 7D | +1.1% | -7.7% | +8.7% | +0.1% |
| 30D | -4.4% | -5.8% | +1.4% | -4.8% |
| 3M | -6.8% | -23.2% | +16.4% | -8.8% |
| 6M | +13.6% | -49.7% | +63.3% | +6.4% |
| YTD | +8.3% | -47.7% | +56.0% | +2.6% |
| 1Y | +44.9% | -61.3% | +106.3% | +33.7% |
| 3Y | +150.5% | -99.2% | +249.6% | +40.5% |
| All | +164.6% | -99.2% | +263.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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