+889.8%
NVDA vs GFI
+524.1%
+365.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -5.1% | -4.9% | -0.3% | -4.6% |
| 30D | -2.5% | +10.7% | -13.2% | -3.6% |
| 3M | +6.7% | +25.6% | -19.0% | +3.9% |
| 6M | +17.6% | -8.3% | +25.9% | +17.6% |
| YTD | +17.3% | +6.3% | +11.0% | +15.5% |
| 1Y | +23.5% | +22.1% | +1.4% | +19.8% |
| 3Y | +384.6% | +289.2% | +95.4% | +317.6% |
| All | +889.8% | +524.1% | +365.7% | +704.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling