+1,192.4%
NVDA vs GEHC
+2.6%
+1,189.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.8% |
| 7D | -4.3% | -7.9% | +3.6% | -1.7% |
| 30D | +0.5% | -11.7% | +12.2% | +4.6% |
| 3M | +9.1% | +0.8% | +8.3% | +7.3% |
| 6M | +18.5% | -11.6% | +30.0% | +22.1% |
| YTD | +17.4% | -21.6% | +38.9% | +26.0% |
| 1Y | +23.4% | -15.3% | +38.7% | +27.3% |
| 3Y | +380.6% | -0.5% | +381.1% | +335.1% |
| All | +1,192.4% | +2.6% | +1,189.8% | +1,085.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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