+384.6%
NVDA vs GFI
+287.6%
+97.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -5.1% | -4.9% | -0.3% | -4.7% |
| 30D | -2.5% | +10.7% | -13.2% | -3.4% |
| 3M | +6.7% | +25.6% | -19.0% | +4.2% |
| 6M | +17.6% | -8.3% | +25.9% | +17.1% |
| YTD | +17.3% | +6.3% | +11.0% | +16.0% |
| 1Y | +23.5% | +22.1% | +1.4% | +21.4% |
| 3Y | +384.6% | +289.2% | +95.4% | +372.2% |
| All | +384.6% | +287.6% | +97.0% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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