+10,310.1%
NVDA vs GD
+185.2%
+10,124.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -5.4% |
| 7D | -11.6% | -3.0% | -8.5% | -10.1% |
| 30D | -22.1% | +9.3% | -31.4% | -25.6% |
| 3M | -20.1% | -7.2% | -12.9% | -17.4% |
| 6M | -16.8% | +5.5% | -22.2% | -20.0% |
| YTD | -4.0% | +9.5% | -13.5% | -10.6% |
| 1Y | -4.8% | +6.4% | -11.2% | -10.0% |
| 3Y | +281.7% | +59.8% | +221.8% | +178.7% |
| 5Y | +485.4% | +98.0% | +387.4% | +271.8% |
| 10Y | +10,310.1% | +177.4% | +10,132.7% | +5,681.1% |
| All | +10,310.1% | +185.2% | +10,124.9% | +5,681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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