+7,999.2%
NVDA vs CG
+274.5%
+7,724.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -1.8% |
| 7D | -8.5% | -1.5% | -7.0% | -8.0% |
| 30D | -27.3% | +5.7% | -33.0% | -30.2% |
| 3M | -25.8% | -17.9% | -7.9% | -17.9% |
| 6M | -24.6% | -20.2% | -4.4% | -15.7% |
| YTD | -10.7% | -32.0% | +21.3% | +7.3% |
| 1Y | -14.0% | -27.0% | +13.0% | -1.5% |
| 3Y | +244.9% | +42.8% | +202.1% | +141.5% |
| 5Y | +449.3% | -23.4% | +472.7% | +456.7% |
| All | +7,999.2% | +274.5% | +7,724.7% | +3,969.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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