-12.6%
NVDA vs GD
+5.9%
-18.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | +2.7% | -15.4% | -12.4% |
| 30D | -26.4% | +8.6% | -35.0% | -25.3% |
| 3M | -27.6% | -7.1% | -20.6% | -27.9% |
| 6M | -27.7% | +7.5% | -35.2% | -26.8% |
| YTD | -12.5% | +9.9% | -22.4% | -11.1% |
| 1Y | -12.6% | +7.6% | -20.2% | -11.2% |
| All | -12.6% | +5.9% | -18.5% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling