+475.8%
NVDA vs CG
-16.5%
+492.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.0% | -4.6% |
| 7D | -18.3% | +2.0% | -20.2% | -19.5% |
| 30D | -26.3% | +8.5% | -34.9% | -30.5% |
| 3M | -22.3% | -12.1% | -10.1% | -17.1% |
| 6M | -21.3% | -16.4% | -4.9% | -14.1% |
| YTD | -9.2% | -28.0% | +18.7% | +6.5% |
| 1Y | -14.9% | -18.9% | +3.9% | -8.5% |
| 3Y | +250.5% | +51.2% | +199.2% | +113.5% |
| 5Y | +475.8% | -15.9% | +491.7% | +495.9% |
| All | +475.8% | -16.5% | +492.4% | +495.9% |
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 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