+14,551.4%
NVDA vs AG
+73.4%
+14,478.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | -4.3% | -5.8% | +1.5% | -3.6% |
| 30D | +0.5% | +6.4% | -5.9% | -0.3% |
| 3M | +9.1% | +28.4% | -19.3% | +5.4% |
| 6M | +18.5% | -24.5% | +42.9% | +21.2% |
| YTD | +17.4% | +21.2% | -3.8% | +12.5% |
| 1Y | +23.4% | +114.1% | -90.7% | +9.8% |
| 3Y | +380.6% | +268.0% | +112.5% | +288.5% |
| 5Y | +875.7% | +67.3% | +808.4% | +730.5% |
| All | +14,551.4% | +73.4% | +14,478.0% | +13,025.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling