+14,572.5%
NVDA vs ACWI
+226.0%
+14,346.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.1% |
| 7D | +3.8% | +1.1% | +2.7% | +1.8% |
| 30D | +0.8% | -0.2% | +1.0% | +1.3% |
| 3M | +8.2% | +4.7% | +3.5% | -0.3% |
| 6M | +27.1% | +14.5% | +12.6% | -1.0% |
| YTD | +21.2% | +14.6% | +6.6% | -5.8% |
| 1Y | +34.3% | +21.4% | +12.9% | -6.1% |
| 3Y | +396.3% | +77.6% | +318.7% | +82.1% |
| 5Y | +913.8% | +68.1% | +845.7% | +351.4% |
| 10Y | +14,572.5% | +226.1% | +14,346.4% | +2,535.3% |
| All | +14,572.5% | +226.0% | +14,346.5% | +2,535.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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