+444.8%
NVDA vs GD
+99.6%
+345.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | +2.7% | -15.4% | -13.6% |
| 30D | -26.4% | +8.6% | -35.0% | -28.6% |
| 3M | -27.6% | -7.1% | -20.6% | -25.7% |
| 6M | -27.7% | +7.5% | -35.2% | -30.3% |
| YTD | -12.5% | +9.9% | -22.4% | -17.2% |
| 1Y | -12.6% | +7.6% | -20.2% | -16.5% |
| 3Y | +235.9% | +56.2% | +179.7% | +156.7% |
| All | +444.8% | +99.6% | +345.2% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling