+226.5%
GS vs NVDX
+376.7%
-150.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.6% | -0.3% |
| 7D | +5.1% | -17.5% | +22.7% | +7.4% |
| 30D | +2.4% | -49.2% | +51.7% | +11.0% |
| 3M | -11.5% | -49.3% | +37.9% | -4.5% |
| 6M | -2.5% | -52.0% | +49.4% | +5.1% |
| YTD | +5.5% | -39.1% | +44.5% | +9.7% |
| 1Y | +11.0% | -45.8% | +56.8% | +16.6% |
| 3Y | +200.1% | +281.3% | -81.2% | +160.3% |
| All | +226.5% | +376.7% | -150.3% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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