+1,261.9%
NVDA vs GEHC
+10.0%
+1,252.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | +5.9% | -4.0% | +9.9% | +7.3% |
| 30D | +5.1% | -2.0% | +7.0% | +5.7% |
| 3M | +5.4% | +8.0% | -2.6% | +1.3% |
| 6M | +26.0% | -12.8% | +38.8% | +31.1% |
| YTD | +23.7% | -15.9% | +39.6% | +29.8% |
| 1Y | +34.4% | -6.9% | +41.3% | +33.6% |
| 3Y | +375.8% | 0.0% | +375.9% | +336.6% |
| All | +1,261.9% | +10.0% | +1,252.0% | +1,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling