+14,551.4%
NVDA vs CG
+321.9%
+14,229.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -0.9% |
| 7D | -4.3% | -9.8% | +5.5% | +1.7% |
| 30D | +0.5% | -10.3% | +10.8% | +6.7% |
| 3M | +9.1% | -1.7% | +10.7% | +8.8% |
| 6M | +18.5% | -9.8% | +28.3% | +23.2% |
| YTD | +17.4% | -25.6% | +43.0% | +35.2% |
| 1Y | +23.4% | -32.5% | +56.0% | +49.1% |
| 3Y | +380.6% | +45.6% | +334.9% | +236.1% |
| 5Y | +875.7% | +3.7% | +872.1% | +742.3% |
| All | +14,551.4% | +321.9% | +14,229.5% | +6,164.2% |
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