+396.3%
NVDA vs GEHC
+1.8%
+394.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.2% |
| 7D | +3.8% | -5.2% | +9.0% | +5.3% |
| 30D | +0.8% | -7.0% | +7.8% | +2.7% |
| 3M | +8.2% | +3.3% | +4.9% | +6.1% |
| 6M | +27.1% | -10.0% | +37.1% | +30.2% |
| YTD | +21.2% | -18.5% | +39.7% | +27.8% |
| 1Y | +34.3% | -14.4% | +48.7% | +38.0% |
| 3Y | +396.3% | +3.4% | +392.8% | +370.4% |
| All | +396.3% | +1.8% | +394.4% | +370.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling