+7,999.2%
NVDA vs AG
+80.4%
+7,918.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +0.9% | -3.6% |
| 7D | -8.5% | -6.0% | -2.4% | -7.7% |
| 30D | -27.3% | -14.3% | -12.9% | -25.8% |
| 3M | -25.8% | -26.9% | +1.2% | -22.8% |
| 6M | -24.6% | -42.1% | +17.6% | -19.6% |
| YTD | -10.7% | -15.9% | +5.2% | -10.7% |
| 1Y | -14.0% | +11.5% | -25.6% | -17.5% |
| 3Y | +244.9% | +208.0% | +36.9% | +179.9% |
| 5Y | +449.3% | +2.4% | +446.8% | +387.6% |
| All | +7,999.2% | +80.4% | +7,918.8% | +6,619.1% |
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