+309.2%
NVDA vs GD
+54.3%
+254.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -8.8% | -5.0% | -3.8% | -7.9% |
| 30D | -21.4% | +8.9% | -30.3% | -22.5% |
| 3M | -14.7% | -8.0% | -6.6% | -13.3% |
| 6M | -10.0% | +2.9% | -12.9% | -10.8% |
| YTD | +0.3% | +7.1% | -6.8% | -2.1% |
| 1Y | -0.5% | +5.9% | -6.5% | -2.6% |
| 3Y | +309.2% | +53.9% | +255.3% | +265.8% |
| All | +309.2% | +54.3% | +254.8% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling