+7,836.4%
NVDA vs AG
+76.0%
+7,760.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -12.7% | -10.0% | -2.8% | -11.5% |
| 30D | -26.4% | -10.5% | -15.9% | -25.4% |
| 3M | -27.6% | -27.3% | -0.4% | -24.7% |
| 6M | -27.7% | -43.0% | +15.3% | -22.8% |
| YTD | -12.5% | -17.9% | +5.4% | -12.2% |
| 1Y | -12.6% | +11.9% | -24.6% | -16.2% |
| 3Y | +235.9% | +201.8% | +34.1% | +173.4% |
| 5Y | +438.2% | -0.1% | +438.3% | +379.5% |
| All | +7,836.4% | +76.0% | +7,760.4% | +6,506.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling