+14,551.4%
NVDA vs GAP
+27.6%
+14,523.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -4.3% | -6.3% | +2.0% | -3.0% |
| 30D | +0.5% | -0.2% | +0.7% | 0.0% |
| 3M | +9.1% | 0.0% | +9.1% | +8.1% |
| 6M | +18.5% | -8.1% | +26.6% | +18.8% |
| YTD | +17.4% | -16.5% | +33.8% | +19.4% |
| 1Y | +23.4% | -10.5% | +33.9% | +22.9% |
| 3Y | +380.6% | +104.0% | +276.6% | +273.2% |
| 5Y | +875.7% | +6.8% | +869.0% | +721.1% |
| All | +14,551.4% | +27.6% | +14,523.8% | +10,761.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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