+281.7%
NVDA vs GD
+58.6%
+223.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -4.7% |
| 7D | -11.6% | -3.0% | -8.5% | -11.1% |
| 30D | -22.1% | +9.3% | -31.4% | -23.2% |
| 3M | -20.1% | -7.2% | -12.9% | -18.9% |
| 6M | -16.8% | +5.5% | -22.2% | -17.9% |
| YTD | -4.0% | +9.5% | -13.5% | -6.7% |
| 1Y | -4.8% | +6.4% | -11.2% | -6.6% |
| 3Y | +281.7% | +59.8% | +221.8% | +239.2% |
| All | +281.7% | +58.6% | +223.1% | +239.2% |
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 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