+235.9%
NVDA vs GEHC
+20.0%
+216.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.4% |
| 7D | -12.7% | +0.8% | -13.5% | -12.9% |
| 30D | -26.4% | +21.3% | -47.7% | -30.2% |
| 3M | -27.6% | +12.6% | -40.2% | -30.0% |
| 6M | -27.7% | +34.3% | -62.0% | -34.2% |
| YTD | -12.5% | +1.4% | -13.9% | -13.1% |
| 1Y | -12.6% | +12.5% | -25.1% | -17.1% |
| 3Y | +235.9% | +19.2% | +216.7% | +221.9% |
| All | +235.9% | +20.0% | +216.0% | +221.9% |
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