+911.9%
NVDA vs CG
+5.5%
+906.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +1.6% |
| 7D | -0.3% | -6.4% | +6.1% | +3.8% |
| 30D | +2.8% | -7.1% | +9.9% | +7.1% |
| 3M | +7.4% | -1.6% | +9.0% | +7.1% |
| 6M | +22.6% | -8.3% | +30.9% | +26.4% |
| YTD | +20.1% | -23.8% | +43.9% | +37.5% |
| 1Y | +31.2% | -28.7% | +59.9% | +54.9% |
| 3Y | +391.7% | +49.2% | +342.6% | +208.3% |
| 5Y | +911.9% | +5.5% | +906.4% | +769.1% |
| All | +911.9% | +5.5% | +906.4% | +769.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling