+10,574.6%
NVDA vs GD
+190.6%
+10,384.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -8.8% | -5.0% | -3.8% | -6.3% |
| 30D | -21.4% | +8.9% | -30.3% | -24.8% |
| 3M | -14.7% | -8.0% | -6.6% | -11.3% |
| 6M | -10.0% | +2.9% | -12.9% | -12.3% |
| YTD | +0.3% | +7.1% | -6.8% | -5.4% |
| 1Y | -0.5% | +5.9% | -6.5% | -5.7% |
| 3Y | +309.2% | +53.9% | +255.3% | +206.2% |
| 5Y | +530.1% | +95.4% | +434.7% | +305.1% |
| All | +10,574.6% | +190.6% | +10,384.0% | +6,808.9% |
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