+7,949.9%
NVDA vs GD
+174.7%
+7,775.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -13.2% | +0.6% | -13.8% | -13.5% |
| 30D | -23.2% | +9.5% | -32.7% | -26.8% |
| 3M | -20.0% | -5.8% | -14.2% | -17.9% |
| 6M | -20.6% | +7.7% | -28.4% | -24.5% |
| YTD | -6.6% | +11.1% | -17.7% | -13.7% |
| 1Y | -9.8% | +6.1% | -15.9% | -14.5% |
| 3Y | +260.5% | +59.8% | +200.7% | +164.2% |
| 5Y | +474.2% | +104.6% | +369.6% | +259.5% |
| 10Y | +7,949.9% | +170.5% | +7,779.4% | +4,734.0% |
| All | +7,949.9% | +174.7% | +7,775.2% | +4,734.0% |
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